Introduction to time series modeling: State space models and Kalman filter
Year of publication: |
2005
|
---|---|
Authors: | Slavík, Michal |
Published in: |
Politická ekonomie. - Vysoká Škola Ekonomická v Praze, ISSN 0032-3233. - Vol. 2005.2005, 1
|
Publisher: |
Vysoká Škola Ekonomická v Praze |
Subject: | econometric modeling | state space models | Kalman filter |
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