Restricted Kalman filtering revisited
Adrian Pizzinga; Cristiano Fernandes
| Year of publication: |
2008
|
|---|---|
| Authors: | Pizzinga, Adrian ; Fernandes, Cristiano Augusto Coelho ; Contreras, Sergio |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 144.2008, 2, p. 428-429
|
| Subject: | Zustandsraummodell | State space model |
| 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/10003774658