Filtering and smoothing of state vector for diffuse state-space models (Q4431629)

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scientific article; zbMATH DE number 1995763
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Filtering and smoothing of state vector for diffuse state-space models
scientific article; zbMATH DE number 1995763

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    Filtering and smoothing of state vector for diffuse state-space models (English)
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    22 October 2003
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    diffuse initialization
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    Kalman filter
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    smoothing
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