A standard error for the estimated state vector of a state-space model
James D. Hamilton
| Year of publication: |
1986
|
|---|---|
| Authors: | Hamilton, James D. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 33.1986, 3, p. 387-397
|
| Subject: | Mathematik | Matrizenrechnung und Vektorrechnung | Statistik | Fehler | Schätzmethodik und Testmethodik | Schätztheorie | Estimation theory | Zustandsraummodell | State space model | Statistischer Fehler | Statistical error |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003569726