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