Robust and Trend-Following Student's t Kalman Smoothers (Q5173266)
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scientific article; zbMATH DE number 6399487
Language | Label | Description | Also known as |
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English | Robust and Trend-Following Student's t Kalman Smoothers |
scientific article; zbMATH DE number 6399487 |
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Robust and Trend-Following Student's t Kalman Smoothers (English)
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9 February 2015
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Kalman smoothers
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Student's \(t\) distribution
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trend-following smoothers
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robust smoothers
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