Department of Economics and Business Economics

Forecasting with the Standardized Self-Perturbed Kalman Filter

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

Original languageEnglish
JournalJournal of Applied Econometrics
Volume32
Issue2
Pages (from-to)318–341
ISSN0883-7252
DOIs
Publication statusPublished - 2017

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ID: 96353508