A standard error for the estimated state vector of a state-space model
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Publication:1078969
DOI10.1016/0304-4076(86)90004-7zbMath0596.62116OpenAlexW2030111109MaRDI QIDQ1078969
Publication date: 1986
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(86)90004-7
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