Pages that link to "Item:Q333738"

The following pages link to Kalman filter estimation for a regression model with locally stationary errors (Q333738):

Displaying 9 items.

• Spatio-temporal analysis with short- and long-memory dependence: a state-space approach (Q1708368) (← links)
• A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure (Q2317322) (← links)
• Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
• A quasi-linear estimation method--Application to Kalman filtering with stochastic regressors (Q3682352) (← links)
• (Q3814625) (← links)
• (Q4427804) (← links)
• Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
• Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
• A Kalman filter model for single and two-stage repeated surveys (Q5903704) (← links)