Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra (Q3018541)
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scientific article; zbMATH DE number 5932440
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| English | Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra |
scientific article; zbMATH DE number 5932440 |
Statements
Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra (English)
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27 July 2011
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frequency domain estimation
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frequency domain bootstrap
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time-varying parameters
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unobserved components models
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0.7679424285888672
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0.7478839755058289
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0.7396361231803894
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0.739366352558136
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