Single and multiple error state-space models for signal extraction
DOI10.1080/00949655.2013.867960zbMath1457.62285OpenAlexW2085285302MaRDI QIDQ5220774
José Casals, Sonia Sotoca, Miguel Jerez
Publication date: 27 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://eprints.ucm.es/id/eprint/61904/1/Casals%2C%20J.%20Sotoca%2C%20S.%20Jerez%2C%20M.%20SingleMultiple_Source_Error_Models_NUEVA_VERSION.pdf
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11)
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