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Analysis of time varying parameter models - MaRDI portal

Analysis of time varying parameter models (Q3855066)

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Analysis of time varying parameter models
scientific article

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    title
    Analysis of time varying parameter models (English)
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    author
    Katsuto Tanaka
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    publication date
    1979
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    Mathematics Subject Classification ID
    93E10
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    93E11
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    93E12
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    93C99
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    zbMATH DE Number
    3655813
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    zbMATH Keywords
    time varying parameter models
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    estimate
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    Kalman filter
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    identification
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