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Colored Tobit Kalman filter - MaRDI portal

Colored Tobit Kalman filter (Q6107584)

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scientific article; zbMATH DE number 7706294
Language Label Description Also known as
English
Colored Tobit Kalman filter
scientific article; zbMATH DE number 7706294

    Statements

    title
    Colored Tobit Kalman filter (English)
    0 references
    author
    K. Loumponias
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    publication date
    3 July 2023
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    zbMATH Keywords
    censored data
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    moment generating function
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    Kalman filtering
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    colored noise
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    Identifiers

    arXiv ID
    2007.15335
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    zbMATH DE Number
    7706294
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    OpenAlex ID
    W3164786065
    0 references
     
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