Reconstructing the Kalman filter for stationary and non stationary time series

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)
Original languageEnglish
Pages (from-to)1 - 18
Number of pages18
JournalStudies in Nonlinear Dynamics & Econometrics
Volume7
Issue number2
Publication statusPublished - 2003

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