Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models (Q4376042): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| label / en | label / en | ||
Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/2965434 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4240735488 / rank | |||
Normal rank | |||
| Property / title | |||
Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models (English) | |||
| Property / title: Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models (English) / rank | |||
Normal rank | |||
Latest revision as of 23:42, 19 March 2024
scientific article; zbMATH DE number 1114326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models |
scientific article; zbMATH DE number 1114326 |
Statements
8 February 1998
0 references
likelihood function
0 references
score vector
0 references
missing observations
0 references
state space
0 references
diffuse initial conditions
0 references
autoregressive integrated moving average components
0 references
Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models (English)
0 references
