Fast same-step forecast in SUTSE model and its theoretical properties (Q6071719)
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scientific article; zbMATH DE number 7771453
Language | Label | Description | Also known as |
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English | Fast same-step forecast in SUTSE model and its theoretical properties |
scientific article; zbMATH DE number 7771453 |
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Fast same-step forecast in SUTSE model and its theoretical properties (English)
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28 November 2023
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Kalman filter
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state-space model
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SUTSE model
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limiting Kalman filter
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