Factor estimation using MCMC-based Kalman filter methods (Q961117)

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Factor estimation using MCMC-based Kalman filter methods
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    title
    Factor estimation using MCMC-based Kalman filter methods (English)
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    author
    Sarantis Tsiaplias
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    publication date
    30 March 2010
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    Mathematics Subject Classification ID
    62M20
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    65C40
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    62F15
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    62P20
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    91B84
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    62M10
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    zbMATH DE Number
    5687759
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