Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models (Q4376042): Difference between revisions
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Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models | |||
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Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models (English) | |||
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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
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likelihood function
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score vector
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missing observations
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state space
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diffuse initial conditions
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autoregressive integrated moving average components
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Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models (English)
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