Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series
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Publication:3368313
DOI10.2202/1558-3708.1087zbMath1080.91566OpenAlexW2094842666MaRDI QIDQ3368313
Catherine S. Forbes, Ralph D. Snyder
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.buseco.monash.edu.au/ebs/pubs/wpapers/2002/wp14-02.pdf
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