Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors (Q3727192)
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scientific article; zbMATH DE number 3958508
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| English | Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors |
scientific article; zbMATH DE number 3958508 |
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Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors (English)
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1985
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econometrics
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engineering
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normal correlation
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conditionally Gaussian distributions
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Kalman filter
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Gaussian discrete-time, dynamic linear models
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stochastic regressors
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lagged observations
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deterministic regressors
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0.7936202883720398
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0.7704026103019714
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0.7637951970100403
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0.759204626083374
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