gnm-codes.zip
Creators:
Stefano Grassi
;
Nima Nonejad
;
Paolo Santucci de Magistris
From the dataset abstract
We propose and study the finite-sample properties of a modified version of the self-perturbed Kalman filter of Park and Jun (Electronics Letters 1992; 28: 558-559) for the online...
Source: Forecasting With the Standardized Self‐Perturbed Kalman Filter (replication data)
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Metadata
Field | Value |
---|---|
Format | application/zip |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/27e50011-528b-44cf-aef0-bb40d563cad4/resource/f2f3ddce-1eba-4ad5-8797-570f05894e5c/download/gnm-codes.zip |
Last updated | November 22, 2022 |
Created | November 22, 2022 |