A skewed Kalman filter

Journal of Multivariate Analysis

Volumn 94, Issue 2, 2005, Pages 382-400

  Naveau, Philippe ^a   Genton, Marc G ^b   Shen, Xilin ^c  

^a UNIVERSITY OF COLORADO   (United States)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

^c UCB 450   (United States)

Author keywords

Closed skew normal distribution; State space model

Indexed keywords

EID: 18644362764     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmva.2004.06.002     Document Type: Article

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