Recursive estimation in econometrics (Q956735)

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Recursive estimation in econometrics
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    Statements

    title
    Recursive estimation in econometrics (English)
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    publication date
    26 November 2008
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    zbMATH Keywords
    recursive regression
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    Kalman filtering
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    fixed-interval smoothing
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    initial-value problem
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62M20
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    zbMATH DE Number
    5373897
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