A note on exact correspondences between adaptive learning algorithms and the Kalman filter
Michele Berardi; Jaqueson K. Galimberti
| Year of publication: |
2013
|
|---|---|
| Authors: | Berardi, Michele ; Galimberti, Jaqueson K. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 118.2013, 1, p. 139-142
|
| Subject: | Prognoseverfahren | Forecasting model | Algorithmus | Algorithm | Zustandsraummodell | State space model |
| 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/10009706848