๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Note on the Filtering for Some Time Series Models

โœ Scribed by S. Peiris; A. Thavaneswaran


Book ID
111039891
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
121 KB
Volume
25
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A note on the properties of some time va
โœ Abdelouahab Bibi; Alwell J. Oyet ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 153 KB

In this note, a su cient condition is given for the existence and uniqueness of a stable causal solution for bilinear time series with time-varying coe cients; also some conditions for invertibility and the optimal prediction procedure are given. The notions of controllability, observability and min