Wiener–Kolmogorov Filtering and Smoothing for Multivariate Series With State–Space Structure (Q5430504)
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: Wiener–Kolmogorov Filtering and Smoothing for Multivariate Series With State–Space Structure |
scientific article; zbMATH DE number 5220241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wiener–Kolmogorov Filtering and Smoothing for Multivariate Series With State–Space Structure |
scientific article; zbMATH DE number 5220241 |
Statements
Wiener–Kolmogorov Filtering and Smoothing for Multivariate Series With State–Space Structure (English)
0 references
16 December 2007
0 references
Kalman filter
0 references
linear projections
0 references
nonstationarity
0 references
0 references
0 references
0 references
0 references
