Reconstructing the Kalman filter for stationary and non stationary time series

Research output: Contribution to journalArticleResearchpeer-review

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

Cite this

@article{97ee2adbf15548f19f4945c44df893ea,
title = "Reconstructing the Kalman filter for stationary and non stationary time series",
author = "Snyder, {Ralph D} and Forbes, {Catherine S}",
year = "2003",
language = "English",
volume = "7",
pages = "1 -- 18",
journal = "Studies in Nonlinear Dynamics & Econometrics",
issn = "1558-3708",
publisher = "Walter de Gruyter",
number = "2",

}

Reconstructing the Kalman filter for stationary and non stationary time series. / Snyder, Ralph D; Forbes, Catherine S.

In: Studies in Nonlinear Dynamics & Econometrics, Vol. 7, No. 2, 2003, p. 1 - 18.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Reconstructing the Kalman filter for stationary and non stationary time series

AU - Snyder, Ralph D

AU - Forbes, Catherine S

PY - 2003

Y1 - 2003

M3 - Article

VL - 7

SP - 1

EP - 18

JO - Studies in Nonlinear Dynamics & Econometrics

JF - Studies in Nonlinear Dynamics & Econometrics

SN - 1558-3708

IS - 2

ER -