Forecasting with the standardized self-perturbed Kalman filter

Stefano Grassi, Nima Nonejad, Paolo Santucci de Magistris

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

6 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Journal of Applied Econometrics
Vol/bind	32
Udgave nummer	2
Sider (fra-til)	318-341
ISSN	0883-7252
DOI	https://doi.org/10.1002/jae.2522
Status	Udgivet - 2016

Adgang til dokumentet

@article{8427d791c959459f9940f62cfa5d56c8,

title = "Forecasting with the standardized self-perturbed Kalman filter",

author = "Stefano Grassi and Nima Nonejad and {Santucci de Magistris}, Paolo",

year = "2016",

doi = "10.1002/jae.2522",

language = "English",

volume = "32",

pages = "318--341",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "Wiley",

number = "2",

}