A NOTE ON THE APPLICATION OF THE KALMAN FILTER TO REGRESSION MODELS WITH SOME PARAMETERS VARYING OVER TIME AND OTHERS UNVARYING
Michio HatanakaVolume:
22
Year:
1980
Language:
english
Pages:
9
DOI:
10.1111/j.1467-842x.1980.tb01178.x
File:
PDF, 421 KB
english, 1980