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Publication:2736963
zbMath0984.62096MaRDI QIDQ2736963
Publication date: 11 September 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kalman filterleast squarestracking errortime varying parameter modelsnorm functionssmoothing vectors
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
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