Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors (Q3727192)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors |
scientific article |
Statements
Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors (English)
0 references
1985
0 references
econometrics
0 references
engineering
0 references
normal correlation
0 references
conditionally Gaussian distributions
0 references
Kalman filter
0 references
Gaussian discrete-time, dynamic linear models
0 references
stochastic regressors
0 references
lagged observations
0 references
deterministic regressors
0 references
0 references
0 references
