Svd-Based State and Parameter Estimation Approach for Generalized Kalman Filtering with Application to Garch-In-Mean Estimation

AuthID
P-00R-3X3
3
Author(s)
Tsyganova, JV
·
Document Type
Article
Year published
2021
Published
in JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, ISSN: 0377-0427
Volume: 387, Pages: 112487 (12)
Conference
15Th Seminar on the Numerical Solution of Differential and Differential-Algebraic Equations (Numdiff), Date: SEP 03-07, 2018, Location: Martin Luther Univ Halle Wittenberg, Halle, GERMANY, Host: Martin Luther Univ Halle Wittenberg
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Publication Identifiers
Scopus: 2-s2.0-85072700058
Wos: WOS:000614702800019
Source Identifiers
ISSN: 0377-0427
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