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A note on Kalman filtering for the seasonal moving average model - MaRDI portal

A note on Kalman filtering for the seasonal moving average model (Q3681792)

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A note on Kalman filtering for the seasonal moving average model
scientific article

    Statements

    title
    A note on Kalman filtering for the seasonal moving average model (English)
    0 references
    author
    Robert Kohn
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    Craig F. Ansley
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    published in
    Biometrika
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    publication date
    1984
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    zbMATH Keywords
    Kalman filter
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    seasonal moving average model
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    Identifiers

    zbMATH DE Number
    3903808
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    OpenAlex ID
    W1993558993
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