Parameter estimation of state space models for univariate observations-Reference-Cited by-同舟云学术

Parameter estimation of state space models for univariate observations

Published:2010-07 Issue:7 Volume:140 Page:1889-1902
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Costa Marco,Alpuim Teresa

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference24 articles.

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4. The Kalman filter in the estimation of area precipitation;Alpuim;Environmetrics,1999

5. A state space model for run-off triangles;Alpuim;Applied Stochastic Models in Business and Industry,2003

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