The discrete Kalman filter applied to linear regression models: statistical considerations and an application

DOI10.1111/j.1467-9574.1978.tb01383.xzbMath0376.62065OpenAlexW1990884115WikidataQ115039137 ScholiaQ115039137MaRDI QIDQ4153498

Pieter W. Otter

Publication date: 1978

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1978.tb01383.x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Analytical uses of Kalman filtering in econometrics — A survey

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The discrete Kalman filter applied to linear regression models: statistical considerations and an application