Kalman filter with outliers and missing observations
| Year of publication: |
1997
|
|---|---|
| Authors: | Cipra, T. ; Romera, R. |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 6.1997, 2, p. 379-395
|
| Publisher: |
Springer |
| Subject: | Kalman filter | outliers | missing observations | time series analysis |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005759556