supplementary-gnm.pdf
Creators:
Stefano Grassi
;
Nima Nonejad
;
Paolo Santucci de Magistris
From the dataset abstract
We propose and study the finite-sample properties of a modified version of the self-perturbed Kalman filter of Park and Jun (Electronics Letters 1992; 28: 558-559) for the online...
Source: Forecasting With the Standardized Self‐Perturbed Kalman Filter (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/307b3390-020a-4ab3-af2a-b340699ef516/resource/4f739094-94a9-4247-89a9-c9a5497c3732/download/supplementary-gnm.pdf |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
