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Search: subject:"The initial-value problem"
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Fixed-interval smoothing
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Kalman filtering
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Recursive regression
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The initial-value problem
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English
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Pollock, Stephen
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School of Economics and Finance, Queen Mary
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Recursive Estimation in Econometrics
Pollock, Stephen
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School of Economics and Finance, Queen Mary
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2002
, which include the methods for handling
the
initial-value
problem
associated with nonstationary processes and the algorithms …
Persistent link: https://www.econbiz.de/10005101770
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