Disturbance smoother for state space models (Q4695181): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 17:58, 5 March 2024
scientific article; zbMATH DE number 203405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Disturbance smoother for state space models |
scientific article; zbMATH DE number 203405 |
Statements
Disturbance smoother for state space models (English)
0 references
21 July 1993
0 references
time series
0 references
Kalman filter
0 references
state smoother
0 references
smoothed estimator
0 references
state space model
0 references
mean squared error matrix
0 references
disturbance smoother
0 references
efficient smoother
0 references
auxiliary residuals
0 references
unobserved components time series models
0 references
EM algorithm
0 references
estimating covariance parameters
0 references
