scientific article; zbMATH DE number 3873033

MaRDI QIDQ3339629zbMATHFDO

Authors Gorti V. L. Narasimham

Publication date 1984

zbMATH Keywords

Kalman filternonstationary stochastic processesshort term econometric predictor

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Economic growth models (91B62) Estimation and detection in stochastic control theory (93E10)

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