A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS
- 1 May 1990
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 11 (3) , 181-183
- https://doi.org/10.1111/j.1467-9892.1990.tb00050.x
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- Square-root algorithms for least-squares estimationIEEE Transactions on Automatic Control, 1975