Initializing the Kalman filter with incompletely specified initial conditions
Víctor Gómez and Agustín Maravall
| Year of publication: |
1993
|
|---|---|
| Authors: | Gómez, Víctor ; Maravall Herrero, Agustín |
| Institutions: | European University Institute / Department of Economics (contributor) |
| Publisher: |
San Domenico (FI) : Europ. Univ. Inst., Florence, Economics Dep. |
| Subject: | Zeitreihenanalyse | Time series analysis | Vertrag | Contract | Theorie | Theory |
| Extent: | 20 S |
|---|---|
| Series: | EUI working paper. - San Domenico : EUI, ZDB-ID 1385859-2. - Vol. 93,7 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000865466