Monte Carlo Kalman filter and smoothing for multivariate discrete state space models (Q4527905)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Monte Carlo Kalman filter and smoothing for multivariate discrete state space models |
scientific article; zbMATH DE number 1558167
Language | Label | Description | Also known as |
---|---|---|---|
English | Monte Carlo Kalman filter and smoothing for multivariate discrete state space models |
scientific article; zbMATH DE number 1558167 |
Statements
Monte Carlo Kalman filter and smoothing for multivariate discrete state space models (English)
0 references
8 April 2001
0 references
state space models
0 references
binomial time series
0 references
Kalman filter
0 references
0 references
0 references