Parameter estimation of state space models for univariate observations

Journal of Statistical Planning and Inference

Volumn 140, Issue 7, 2010, Pages 1889-1902

  Costa, Marco ^a   Alpuim, Teresa ^b  

^a UNIVERSITY OF AVEIRO   (Portugal)

^b UNIVERSITY OF LISBON   (Portugal)

Author keywords

Area rainfall estimates; Kalman filter; Parameters estimation; State space model

Indexed keywords

EID: 77949272779     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2010.01.036     Document Type: Article

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