The discrete Kalman filter applied to linear regression models: statistical considerations and an application

DOI10.1111/J.1467-9574.1978.TB01383.XzbMATH Open0376.62065OpenAlexW1990884115WikidataQ115039137 ScholiaQ115039137MaRDI QIDQ4153498FDOQ4153498

Authors: Pieter W. Otter 

Publication date: 1978

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1978.tb01383.x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

Cites Work

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Cited In (1)

• Analytical uses of Kalman filtering in econometrics — A survey

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