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Dynamic harmonic regression
Young, Peter C.; Pedregal, Diego J.; Tych, Wlodek - In: Journal of forecasting 18 (1999) 6, pp. 369-394
Persistent link: https://www.econbiz.de/10001493574
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Gauss, Kalman and advances in recursive parameter estimation
Young, Peter C. - In: Journal of forecasting 30 (2011) 1, pp. 104-146
Persistent link: https://www.econbiz.de/10009233912
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Introduction to special issue commemorating the 50th anniversary of the Kalman filter and 40th anniversary of Box and Jenkins
Mills, Terence C.; Tsay, Ruey S.; Young, Peter C. - In: Journal of forecasting 30 (2011) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10009233929