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Publication:3700659
zbMath0578.62096MaRDI QIDQ3700659
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
consistencyKalman filterscorrelation methodsstructural and stochastic variabilitytime-varying linear econometric models
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84) Identification in stochastic control theory (93E12)
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