Diffuse Kalman filtering with linear constraints on the state parameters
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Publication:6089145
DOI10.1080/03610926.2022.2084109OpenAlexW4281721416MaRDI QIDQ6089145
Unnamed Author, Adrian Pizzinga
Publication date: 17 November 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2022.2084109
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35)
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