Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra
Siem Jan Koopman and Soon Yip Wong
| Year of publication: |
2011
|
|---|---|
| Authors: | Koopman, Siem Jan ; Wong, Soon Yip |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 30.2011, 1, p. 147-167
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009233911