Multiplicative Kalman filtering
| Year of publication: |
2011
|
|---|---|
| Authors: | Comte, Fabienne ; Genon-Catalot, Valentine ; Kessler, Mathieu |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 20.2011, 2, p. 389-411
|
| Publisher: |
Springer |
| Subject: | Filtering | Discrete time observations | Hidden Markov Models | Parametric inference | Scale perturbation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009324922