A quadratic Kalman filter
type: Item
instance of: scholarly article
title: A quadratic Kalman filter
zbMATH Open document ID: 1337.91150
author: Alain Monfort
author: Jean-Paul Renne
author: Guillaume Roussellet
published in: Journal of Econometrics
publication date: 2015-09-01T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 60J35
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 6477236
zbMATH Keywords: nonlinear filtering
zbMATH Keywords: nonlinear smoothing
zbMATH Keywords: quadratic model
zbMATH Keywords: Kalman filter
zbMATH Keywords: quasi maximum likelihood
describes a project that uses: ABC
MaRDI profile type: Publication
full work available at URL: j.jeconom.2015.01.003
OpenAlex ID: W3125297974
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DOI: 10.1016/J.JECONOM.2015.01.003
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description: scientific article; zbMATH DE number 6477236