Prediction of economic time-series by means of the Kalman filter†

DOI10.1080/00207727008920215zbMath0226.90006OpenAlexW2158098348MaRDI QIDQ5633805

Keshav P. Vishwakarma

Publication date: 1970

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727008920215

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (2)

An extension of the application of information theory to forecasting ⋮ A controlled linearized Kalman filter for economic forecasting and adaptive modelling

Cites Work

• Optimization of stochastic systems. Topics in discrete-time systems

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