Optimal linear filtering and smoothing for a discrete-time stable linear model

Rutkowski, Marek . Journal of Multivariate Analysis 1994. 50 :68-92

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Bibtex

@article{CIS-120487,
  Author = {Rutkowski, Marek},
  Title = {Optimal linear filtering and smoothing for a discrete-time stable linear model},
  Journal = {Journal of Multivariate Analysis},
  Volume = {50},
  Year = {1994},
  Pages = {68--92},
  Keywords = {Conditional expectation, prediction}
}

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