Smoothing non-Gaussian time series with autoregressive structure

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	171 - 191
Number of pages	21
Journal	Computational Statistics and Data Analysis
Publication status	Published - 1998

Cite this

@article{b5065baa6fba403ab33836df39a7f916,

title = "Smoothing non-Gaussian time series with autoregressive structure",

author = "Grunwald, {Gary K} and Hyndman, {Robin John}",

year = "1998",

language = "English",

pages = "171 -- 191",

journal = "Computational Statistics and Data Analysis",

issn = "0167-9473",

publisher = "Elsevier BV",

}