Latent variables analysis in structural models: a new decomposition of the Kalman smoother (Q2246651)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Latent variables analysis in structural models: a new decomposition of the Kalman smoother |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Latent variables analysis in structural models: a new decomposition of the Kalman smoother |
scientific article |
Statements
Latent variables analysis in structural models: a new decomposition of the Kalman smoother (English)
0 references
16 November 2021
0 references
Kalman smoother
0 references
latent variables
0 references
shock decomposition
0 references
data decomposition
0 references
double decomposition
0 references
