GARCH modelling of covariance in dynamical estimation of inverse solutions (Q2463143): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH modelling of covariance in dynamical estimation of inverse solutions |
scientific article |
Statements
GARCH modelling of covariance in dynamical estimation of inverse solutions (English)
0 references
5 December 2007
0 references
multivariate time series
0 references
state space modelling
0 references
inverse problem
0 references
Kalman filtering
0 references
GARCH
0 references
