Kalman filter estimation for a regression model with locally stationary errors (Q333738)
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scientific article; zbMATH DE number 6645669
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| English | Kalman filter estimation for a regression model with locally stationary errors |
scientific article; zbMATH DE number 6645669 |
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Kalman filter estimation for a regression model with locally stationary errors (English)
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31 October 2016
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estimation of the state
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long-range dependence
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local stationarity
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non-stationarity
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state space system
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time-varying models
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0.8764334321022034
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0.795665442943573
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0.7830765843391418
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