Parameter estimation of state space models for univariate observations (Q963880)

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Parameter estimation of state space models for univariate observations
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    title
    Parameter estimation of state space models for univariate observations (English)
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    author
    Marco Costa
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    Teresa Alpuim
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    publication date
    14 April 2010
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    Mathematics Subject Classification ID
    62M20
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    62P12
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    62M10
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    65C60
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    62M05
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    zbMATH DE Number
    5692764
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    zbMATH Keywords
    Kalman filter
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    state space model
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    parameter estimation
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    area rainfall estimates
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