Gauss, Kalman and advances in recursive parameter estimation
Year of publication: |
2011
|
---|---|
Authors: | Young, Peter C. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 30.2011, 1, p. 104-146
|
Subject: | Kleinste-Quadrate-Methode | Least squares method | Schätztheorie | Estimation theory | USA | United States | Theorie | Theory | Zustandsraummodell | State space model |
-
Common errors : how to (and not to) control for unobserved heterogeneity
Gormley, Todd A., (2014)
-
Rethinking performance evaluation
Harvey, Campbell R., (2016)
-
Estimating log models: to transform or not to transform?
Manning, Willard G., (2001)
- More ...
-
Recursive estimation and time-series analysis : an introduction
Young, Peter C., (1984)
-
A systems approach to recursive economic forecasting and seasonal adjustment
Young, Peter C., (1989)
-
Recursive estimation and modelling of nonstationary and nonlinear time-series
Young, Peter C., (1989)
- More ...