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Fast same-step forecast in SUTSE model and its theoretical properties - MaRDI portal

Fast same-step forecast in SUTSE model and its theoretical properties (Q6071719)

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scientific article; zbMATH DE number 7771453
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Fast same-step forecast in SUTSE model and its theoretical properties
scientific article; zbMATH DE number 7771453

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    Fast same-step forecast in SUTSE model and its theoretical properties (English)
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    28 November 2023
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    Kalman filter
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    state-space model
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    SUTSE model
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    limiting Kalman filter
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