Work

Martingale unobserved component models

Year: 2015

Type: book-chapter

DOI: 10.1093/acprof:oso/9780199683666.003.0010

Author: Neil Shephard

Institution: University of Oxford

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1546846852

FWCI: 7.925

Cites: 374

Cited by: 29

Related to: 10