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Estimation, filtering and smoothing in state space models with incompletely specified initial condit...

Estimation, filtering and smoothing in state space mode...

Estimation, filtering and smoothing in state space models with incompletely specified initial condit...

https://devfeature-collection.sl.nsw.gov.au/record/74VvvbJJQQed

Estimation, filtering and smoothing in state space models with incompletely specified initial conditions / Craig F. Ansley, Robert Kohn.

About this item

Full title

Estimation, filtering and smoothing in state space models with incompletely specified initial conditions / Craig F. Ansley, Robert Kohn.

Author / Creator

Publisher

Kensington [N.S.W.] : Australian Graduate School of Management, University of New South Wales, 1985.

Date

1985.

Call Numbers

Q519.5/25

Record Identifier

74VvvbJJQQed

MMS ID

991007600159702626

Language

English

Formats

Physical Description

Physical content

61 p. ; 30 cm.

Publication information

Publisher

Kensington [N.S.W.] : Australian Graduate School of Management, University of New South Wales, 1985.

Place of Publication

New South Wales

Date Published

1985.

More information

Alternative Titles

Full title

Estimation, filtering and smoothing in state space models with incompletely specified initial conditions / Craig F. Ansley, Robert Kohn.

Authors, Artists and Contributors

Author / Creator

Notes

General note

Working paper series / the University of New South Wales, Australian Graduate School of Management ISSN 0727-3592 ; 85-003.

Bibliography: p. 54-55.

Identifiers

Primary Identifiers

Call Numbers

Q519.5/25

Record Identifier

74VvvbJJQQed

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/74VvvbJJQQed

Other Identifiers

ISBN

0947187561 :

9780947187569 :

MMS ID

991007600159702626

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