Forecasting with the standardized self-perturbed Kalman filter

Stefano Grassi, Nima Nonejad, Paolo Santucci de Magistris

Research output: Contribution to journal › Journal article › Research › peer-review

6 Citations (Scopus)

Original language	English
Journal	Journal of Applied Econometrics
Volume	32
Issue number	2
Pages (from-to)	318-341
ISSN	0883-7252
DOIs	https://doi.org/10.1002/jae.2522
Publication status	Published - 2016

Access to Document

@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",

}