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A synopsis of the smoothing formulae associated with the Kalman Filter
Merkus, H.R.; Pollock, D.S.G.; Vos, A.F. - VU University Amsterdam, Faculty of Economics, Business … - 1991
Persistent link: https://www.econbiz.de/10005304222
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On the criterion function for arma estimation
Pollock, D.S.G. - VU University Amsterdam, Faculty of Economics, Business … - 1991
Persistent link: https://www.econbiz.de/10005209760
Cover Image
A synopsis of the smoothing formulae associated with the Kalman Filter
Merkus, H.R.; Pollock, D.S.G.; Vos, A.F. - Faculteit der Economische Wetenschappen en … - 1991
Persistent link: https://www.econbiz.de/10010782922
Cover Image
On the criterion function for arma estimation
Pollock, D.S.G. - Faculteit der Economische Wetenschappen en … - 1991
Persistent link: https://www.econbiz.de/10010783366