Real-time covariance estimation for the local level model (Q4979095)
From MaRDI portal
scientific article; zbMATH DE number 6304772
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real-time covariance estimation for the local level model |
scientific article; zbMATH DE number 6304772 |
Statements
Real-time covariance estimation for the local level model (English)
0 references
16 June 2014
0 references
multivariate time series
0 references
covariance estimation
0 references
adaptive estimation
0 references
dynamic linear models
0 references
multivariate control charts
0 references
0 references
0 references
