Monte Carlo Kalman filter and smoothing for multivariate discrete state space models (Q4527905): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: Fahrmeir / rank
 
Normal rank

Revision as of 15:56, 28 February 2024

scientific article; zbMATH DE number 1558167
Language Label Description Also known as
English
Monte Carlo Kalman filter and smoothing for multivariate discrete state space models
scientific article; zbMATH DE number 1558167

    Statements

    Monte Carlo Kalman filter and smoothing for multivariate discrete state space models (English)
    0 references
    0 references
    0 references
    8 April 2001
    0 references
    0 references
    state space models
    0 references
    binomial time series
    0 references
    Kalman filter
    0 references