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

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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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