Variance intervention
✍
Peter Young; Cho Ng
📂
Article
📅
1989
🏛
John Wiley and Sons
🌐
English
⚖ 958 KB
Variance intervention is a simple state-space approach to handling sharp discontinuities of level or slope in the states or parameters of models for non-stationary time-series. It derives from earlier procedures used in the 1960s for the design of self-adaptive, state variable feedback control syste