✦ LIBER ✦

Fast Filtering for Seasonal Moving Average Models

✍ Scribed by Robert Kohn and Craig F. Ansley

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Note on Kalman Filtering for the Seaso

✍ Robert Kohn and Craig F. Ansley 📂 Article 📅 1984 🏛 Oxford University Press 🌐 English ⚖ 324 KB

FISHER'S INFORMATION MATRIX FOR SEASONAL

✍ André Klein; Guy Mélard 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 339 KB

FAST LINEAR ESTIMATION METHODS FOR VECTO

✍ Sergio Koreisha; Tarmo Pukkila 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 720 KB

A NOTE ON SQUARE ROOT FILTERING FOR VECT

✍ Craig F. Ansley; Robert Kohn 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 156 KB

Kalman filter estimation for periodic au

✍ Jimenez, C. ;McLeod, A. I. ;Hipel, K. W. 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 728 KB

A Note on the Information Matrix for Mul

✍ E. J. Godolphin; J. D. Godolphin 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 508 KB