INITIALIZING THE KALMAN FILTER FOR NONSTATIONARY TIME SERIES MODELS

DOI10.1111/j.1467-9892.1991.tb00084.xzbMath0736.62080OpenAlexW2162786384MaRDI QIDQ3985815

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Publication date: 27 June 1992

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00084.x

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