Restricted Kalman filtering revisited
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References listed on IDEAS
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Cited by:
- Adrian Pizzinga & Marcelo Fernandes, 2021. "Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(3), pages 355-371, May.
- Adrian Pizzinga, 2010. "Constrained Kalman Filtering: Additional Results," International Statistical Review, International Statistical Institute, vol. 78(2), pages 189-208, August.
- Pizzinga, Adrian, 2009. "Further investigation into restricted Kalman filtering," Statistics & Probability Letters, Elsevier, vol. 79(2), pages 264-269, January.
- A. Peyrache & A. N. Rambaldi, 2012. "A State-Space Stochastic Frontier Panel Data Model," CEPA Working Papers Series WP012012, School of Economics, University of Queensland, Australia.
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