Multidimensional benchmarking of time series by segmented Kalman filtering

被引：0
|
作者：
Singh, AC [1 ]
Kovacevic, MS [1 ]
机构：
[1] STAT CANADA,OTTAWA,ON,CANADA
来源：
AMERICAN STATISTICAL ASSOCIATION - 1996 PROCEEDINGS OF THE BUSINESS AND ECONOMIC STATISTICS SECTION | 1996年
关键词：
gram-Schmidt orthogonalization; recursive least squares; zero functions;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：40 / 45
页数：6
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