A low dimensional Kalman filter for systems with lagged states in the measurement equation
type: Item
instance of: scholarly article
title: A low dimensional Kalman filter for systems with lagged states in the measurement equation
zbMATH Open document ID: 1321.62115
author: Kristoffer P. Nimark
published in: Economics Letters
publication date: 2015-09-29T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6486714
zbMATH Keywords: Kalman filter
zbMATH Keywords: lagged observables
zbMATH Keywords: Kalman smoother
zbMATH Keywords: simulation smoother
MaRDI profile type: Publication
full work available at URL: j.econlet.2014.12.016
OpenAlex ID: W2037570646
cites work: Q3993534
cites work: A simple and efficient simulation smoother for state space time series analysis
cites work: Q4840212
cites work: A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS
DOI: 10.1016/J.ECONLET.2014.12.016
description: scientific article; zbMATH DE number 6486714