Pages that link to "Item:Q3440779"
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The following pages link to SMOOTHING WITH AN UNKNOWN INITIAL CONDITION (Q3440779):
Displaying 7 items.
- Recursive estimation in econometrics (Q956735) (← links)
- Computing the mean square error of unobserved components extracted by misspecified time series models (Q2271628) (← links)
- Diffuse Restricted Kalman Filtering (Q2865269) (← links)
- A new state-space methodology to disaggregate multivariate time series (Q3077643) (← links)
- Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models (Q4997703) (← links)
- Estimability of the linear effects in state space models with an unknown initial condition (Q5391312) (← links)
- Restricted Kalman filter applied to dynamic style analysis of actuarial funds (Q5414521) (← links)
