A low dimensional Kalman filter for systems with lagged states in the measurement equation
Kristoffer P. Nimark
| Year of publication: |
2015
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|---|---|
| Authors: | Nimark, Kristoffer P. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 127.2015, p. 10-13
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| Subject: | Kalman filter | Lagged observables | Kalman smoother | Simulation smoother | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Simulation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011382800