Real-time covariance estimation for the local level model (Q4979095)
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scientific article; zbMATH DE number 6304772
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| English | Real-time covariance estimation for the local level model |
scientific article; zbMATH DE number 6304772 |
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Real-time covariance estimation for the local level model (English)
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16 June 2014
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multivariate time series
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covariance estimation
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adaptive estimation
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dynamic linear models
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multivariate control charts
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0.7374081015586853
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0.719279944896698
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0.7087348103523254
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0.7083865404129028
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