Real‐time covariance estimation for the local level model
| Year of publication: |
2011
|
|---|---|
| Authors: | Triantafyllopoulos, K. |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 32.2011, 2, p. 93-107
|
| Publisher: |
Wiley Blackwell |