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Recursive estimation and time-series analysis : an introduction
Young, Peter C. - 1984
Persistent link: https://www.econbiz.de/10000055289
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Recursive estimation and modelling of nonstationary and nonlinear time-series
Young, Peter C.; Runkle, David E. - 1989
Persistent link: https://www.econbiz.de/10000760467
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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