SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation
DOI10.1016/J.CAM.2019.112487zbMATH Open1458.93250OpenAlexW2976103105WikidataQ127199200 ScholiaQ127199200MaRDI QIDQ2223799FDOQ2223799
Authors: Yanyan Li 
Publication date: 3 February 2021
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2019.112487
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