Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series
Year of publication: |
2003
|
---|---|
Authors: | Snyder, Ralph ; Forbes, Catherine |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 7.2003, 2, p. 1087-1087
|
Publisher: |
Berkeley Electronic Press |
Subject: | Time series analysis | forecasting | state space models | object-oriented programming |
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