Fast estimation methods for time series models in state-space form
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More about this item
Keywords
State-space models; subspace methods; Kalman Filter; system identification.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2006-09-16 (Central Banking)
- NEP-ECM-2006-09-16 (Econometrics)
- NEP-ETS-2006-09-16 (Econometric Time Series)
- NEP-KNM-2006-09-16 (Knowledge Management and Knowledge Economy)
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