scientific article; zbMATH DE number 4184815

MaRDI QIDQ5750231zbMATH OpenFDO

Authors Corrado Corradi, Elisabetta Alvoni

Publication date 1990

zbMATH Keywords

Chandrasekhar square root information two filter smoothercomputational gaintime series decomposition

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Square-root RTS smoothing algorithms
• IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT
• A square-root fixed-interval discrete-time smoother
• A NOTE ON THE COMPUTATION OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES
• The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother

Cited in

(2)

• Continuous-time Chandrasekhar smoothers in detection and tracking
• A NOTE ON THE COMPUTATION OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES

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