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Forecasting With the Standardized Self-Perturbed Kalman Filter

Forecasting With the Standardized Self-Perturbed Kalman Filter

Grassi, Stefano; Nonejad, Nima; De Magistris, Paolo Santucci
  • 期刊名称Journal of Applied Econometrics
  • 作者Grassi, Stefano; Nonejad, Nima; De Magistris, Paolo Santucci
  • 印刷ISSN0883-7252
  • 文件大小804.38KB
  • 发表时间2016
  • DOI10.1002/jae.2522
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