Restricted kalman filtering: theory, methods, and application
Auteur :
Pizzinga, Adrian
Éditeur :
Pizzinga, Adrian
ISBN :
9781461447375
Date de publication :
24 juil. 2012
Dimensions :
23,4 x 15,6 x 0,3 cm
Poids :
127 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
USA
Suitable for graduate students, researchers and practitioners in statistics, this title offers developments on Kalman filtering subject to general linear constraints. It includes three types of contributions: proofs for results already established; results within the subject; and applications in investment analysis and macroeconomics.