Kalman filter estimation for a regression model with locally stationary errors (Q333738)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Kalman filter estimation for a regression model with locally stationary errors |
scientific article |
Statements
Kalman filter estimation for a regression model with locally stationary errors (English)
0 references
31 October 2016
0 references
estimation of the state
0 references
long-range dependence
0 references
local stationarity
0 references
non-stationarity
0 references
state space system
0 references
time-varying models
0 references