A nonlinear time series model and estimation of missing observations
Year of publication: |
1991
|
---|---|
Authors: | Abraham, Bovas ; Thavaneswaran, A. |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 43.1991, 3, p. 493-504
|
Publisher: |
Springer |
Subject: | Kalman filter | missing observations | nonlinear time series | optimal estimation | robustness |
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