INITIALIZATION OF THE KALMAN FILTER WITH PARTIALLY DIFFUSE INITIAL CONDITIONS.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 4, p. 409, doi. 10.1111/j.1467-9892.1996.tb00285.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 1996 AND VI 17 AND IP 4
Results: 6
1
2
THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 4, p. 379, doi. 10.1111/j.1467-9892.1996.tb00284.x
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- Article
3
HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 4, p. 323, doi. 10.1111/j.1467-9892.1996.tb00280.x
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- Publication type:
- Article
4
THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 4, p. 367, doi. 10.1111/j.1467-9892.1996.tb00283.x
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- Publication type:
- Article
5
ON LOW AND HIGH FREQUENCY ESTIMATION.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 4, p. 351, doi. 10.1111/j.1467-9892.1996.tb00282.x
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- Article
6
RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 4, p. 333, doi. 10.1111/j.1467-9892.1996.tb00281.x
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- Publication type:
- Article