Approximate predictor and filter for partially observed vector ARMA processes
نویسندگان
چکیده
منابع مشابه
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I would like to express my gratitude to my supervisor Susanne Ditlevsen, for scientific advise and her never failing positivity toward her students. Also a very special thanks to Omiros Papaspilioupoulos who has been a big inspiration and for his patience during numerous Skype conversations; always encouraging and full of support and good ideas. Great thanks are also due to Mathieu Kessler for ...
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ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 1985
ISSN: 0898-1221
DOI: 10.1016/0898-1221(85)90098-7