Recursive Estimation of Dynamic Linear Models-Reference-Cited by-同舟云学术

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Recursive Estimation of Dynamic Linear Models

Published:1985-01 Issue:2 Volume:47 Page:272-276
ISSN:0035-9246
Container-title:Journal of the Royal Statistical Society: Series B (Methodological)
language:en
Short-container-title:Journal of the Royal Statistical Society: Series B (Methodological)

Author:

Snyder R. D.¹

Affiliation:

1. Monash University; Australia

Publisher

Wiley

Subject

Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.2517-6161.1985.tb01355.x/fullpdf

Reference11 articles.

1. Linear dynamic recursive estimation from the viewpoint of regression analysis;Duncan;J. Amer. Statist. Ass.,1972

2. On the structural representation of polynomial-projecting predictor models based on the Kalman filter;Godolphin;J. R. Statist. Soc. B,1980

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