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Q4730669 - MaRDI portal

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scientific article; zbMATH DE number 4115808
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English
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scientific article; zbMATH DE number 4115808

    Statements

    author
    Carlo Carraro
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    publication date
    1988
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    zbMATH Keywords
    estimating time varying parameter models
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    regression method
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    Kalmar filter-innovation correlation method
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    identifiability conditions
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    asymptotically efficient estimates
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    covariance matrices
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    observability
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    smoothing equations
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M20
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    62J05
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    zbMATH DE Number
    4115808
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