Estimation of trend in state-space models: asymptotic mean square error and rate of convergence (Q1043710): Difference between revisions

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Latest revision as of 09:29, 30 July 2024

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Estimation of trend in state-space models: asymptotic mean square error and rate of convergence
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    Estimation of trend in state-space models: asymptotic mean square error and rate of convergence (English)
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    9 December 2009
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    state-space model
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    trend estimation
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    rate of convergence
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    Toeplitz
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    Hankel and circulant matrices
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