Estimation of trend in state-space models: asymptotic mean square error and rate of convergence (Q1043710): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of trend in state-space models: asymptotic mean square error and rate of convergence |
scientific article |
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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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