A closed-form filter for binary time series (Q2058780)
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: A closed-form filter for binary time series |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A closed-form filter for binary time series |
scientific article |
Statements
A closed-form filter for binary time series (English)
0 references
9 December 2021
0 references
dynamic probit model
0 references
Kalman filter
0 references
particle filter
0 references
state-space model
0 references
SUN
0 references
0 references
0 references