Estimation d'un modèle V.A.R. par le filtre de Kalman
par Osman Nakkar ; Michel Terraza
| Year of publication: |
1993
|
|---|---|
| Authors: | Nakkar, Osman |
| Other Persons: | Terraza, Michel (contributor) |
| Published in: |
Journal de la Société de Statistique de Paris. - Paris [u.a.] : Siège Social de la Soc., ISSN 0037-914X, ZDB-ID 219229-9. - Vol. 134.1993, 4, p. 3-16
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | French |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001155427