The paper considers time series GMM models where a subset of the parameters are time varying. The magnitude of the time variation in the unstable parameters is such that efficient tests detect the instability with (possibly high) probability smaller than one, even in the limit. We show that for...

The main goal of my research is to improve the performance of the EnKF in assimilating real observations in order to accelerate the development of EnKF systems towards operational applications. A Local Ensemble Transform Kalman Filter (LETKF, Hunt et al. 2007) is used as an efficient...