Please use this identifier to cite or link to this item:
https://doi.org/10.21256/zhaw-19439
Publication type: | Article in scientific journal |
Type of review: | Peer review (publication) |
Title: | The multivariate linear prediction problem : model-based and direct filtering solutions |
Authors: | Wildi, Marc McElroy, Tucker |
DOI: | 10.1016/j.ecosta.2019.12.004 10.21256/zhaw-19439 |
Published in: | Econometrics and Statistics |
Volume(Issue): | 14 |
Page(s): | 112 |
Pages to: | 130 |
Issue Date: | 23-Jan-2020 |
Publisher / Ed. Institution: | Elsevier |
Language: | English |
Subject (DDC): | 330: Economics 510: Mathematics |
URI: | https://digitalcollection.zhaw.ch/handle/11475/19439 |
Fulltext version: | Accepted version |
License (according to publishing contract): | CC BY-NC-ND 4.0: Attribution - Non commercial - No derivatives 4.0 International |
Departement: | School of Engineering |
Organisational Unit: | Institute of Data Analysis and Process Design (IDP) |
Appears in collections: | Publikationen School of Engineering |
Files in This Item:
File | Description | Size | Format | |
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2020_Wildi_Multivariate-Linear-Prediction.pdf | Accepted Version | 281.69 kB | Adobe PDF | View/Open |
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Wildi, M., & McElroy, T. (2020). The multivariate linear prediction problem : model-based and direct filtering solutions. Econometrics and Statistics, 14, 112–130. https://doi.org/10.1016/j.ecosta.2019.12.004
Wildi, M. and McElroy, T. (2020) ‘The multivariate linear prediction problem : model-based and direct filtering solutions’, Econometrics and Statistics, 14, pp. 112–130. Available at: https://doi.org/10.1016/j.ecosta.2019.12.004.
M. Wildi and T. McElroy, “The multivariate linear prediction problem : model-based and direct filtering solutions,” Econometrics and Statistics, vol. 14, pp. 112–130, Jan. 2020, doi: 10.1016/j.ecosta.2019.12.004.
WILDI, Marc und Tucker MCELROY, 2020. The multivariate linear prediction problem : model-based and direct filtering solutions. Econometrics and Statistics. 23 Januar 2020. Bd. 14, S. 112–130. DOI 10.1016/j.ecosta.2019.12.004
Wildi, Marc, and Tucker McElroy. 2020. “The Multivariate Linear Prediction Problem : Model-Based and Direct Filtering Solutions.” Econometrics and Statistics 14 (January): 112–30. https://doi.org/10.1016/j.ecosta.2019.12.004.
Wildi, Marc, and Tucker McElroy. “The Multivariate Linear Prediction Problem : Model-Based and Direct Filtering Solutions.” Econometrics and Statistics, vol. 14, Jan. 2020, pp. 112–30, https://doi.org/10.1016/j.ecosta.2019.12.004.
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