A skewed Kalman filter
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Publication:2485999
DOI10.1016/j.jmva.2004.06.002zbMath1066.62091OpenAlexW2139679692WikidataQ116753176 ScholiaQ116753176MaRDI QIDQ2485999
Marc G. Genton, Philippe Naveau, Xilin Shen
Publication date: 5 August 2005
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2004.06.002
Multivariate distribution of statistics (62H10) Inference from stochastic processes and prediction (62M20) Parametric inference (62F99) Sequential estimation (62L12)
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