Work

Forecasting, structural time series models and the kalman filter

Year: 2002

Type: article

Source: Wilmott

DOI: 10.1002/wilm.42820020109

Author: Andrew C. Harvey

Institution: London School of Economics and Political Science

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: W1992819453

FWCI: 25

Cites:

Cited by: 399

Related to: 9