Forecasting, structural time series models and the kalman filter

Wilmott ◽  
2002 ◽  
Vol 2002 (1) ◽  
pp. 14-15 ◽  
Author(s):  
Andrew C. Harvey
Keyword(s):  
Time Series ◽  
Kalman Filter ◽  
Time Series Models ◽  
Structural Time Series ◽  
Structural Time Series Models ◽  
Structural Time

Forecasting, Structural Time Series Models and the Kalman Filter

1991 ◽  
Vol 42 (11) ◽  
pp. 1031
Author(s):  
Robert Fildes ◽  
Andrew C. Harvey ◽  
Mike West ◽  
Jeff Harrison
Keyword(s):  
Time Series ◽  
Kalman Filter ◽  
Time Series Models ◽  
Structural Time Series ◽  
Structural Time Series Models ◽  
Structural Time
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