Restricted Kalman filtering revisited
Year of publication: |
2008
|
---|---|
Authors: | Pizzinga, Adrian ; Fernandes, Cristiano Augusto Coelho ; Contreras, Sergio |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 144.2008, 2, p. 428-429
|
Subject: | Zustandsraummodell | State space model |
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