Predictability, real time estimation, and the formulation of unobserved components models (Q5862414)
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scientific article; zbMATH DE number 7486126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictability, real time estimation, and the formulation of unobserved components models |
scientific article; zbMATH DE number 7486126 |
Statements
Predictability, real time estimation, and the formulation of unobserved components models (English)
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9 March 2022
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ARMA models
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steady state Kalman filter
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correlated components
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nonfundamentalness
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