Title of article
Computing observation weights for signal extraction and filtering
Author/Authors
Siem Jan Koopman، نويسنده , , Andrew Harvey، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
17
From page
1317
To page
1333
Keywords
Kalman <er , Nonparametric regression , State space , kernels , Vector autoregression
Journal title
Journal of Economic Dynamics and Control
Serial Year
2003
Journal title
Journal of Economic Dynamics and Control
Record number
238404
Link To Document