Item request has been placed! ×
Item request cannot be made. ×
loading  Processing Request

Rapid state estimate for a class of dynamic models

Item request has been placed! ×
Item request cannot be made. ×
loading   Processing Request
Read More Add to Saved list
  • Author(s): Bollani, Luigi; Giolitti, Riccardo
  • Source:
    Statistica; Vol. 59 No. 2 (1999); 211-221 ; Statistica; V. 59 N. 2 (1999); 211-221 ; 1973-2201 ; 0390-590X
  • Document Type:
    article in journal/newspaper
  • Language:
    English
  • Additional Information
    • Publication Information:
      Dept. of Statistical Sciences "Paolo Fortunati", Università di Bologna
    • Publication Date:
      2013
    • Collection:
      University of Bologna: AlmaDL Journals
    • Abstract:
      Even though well proved statistical methodologies in time series analysis can provide an optimal solution to well defined estimation and forecast problems, in many cases the optimal solution is not efficient from the point of view of computation. In many practical problems a shortcut to obtain good sub optimal solution is considered, for which it is possible to get rapid sub optimal solutions. Some consideration is made on how one can get to a simplified problem containing in fact the very kernel of the real problem getting rid of some complexity.
    • Accession Number:
      10.6092/issn.1973-2201/1113
    • Online Access:
      https://rivista-statistica.unibo.it/article/view/1113
      https://doi.org/10.6092/issn.1973-2201/1113
    • Rights:
      Copyright (c) 1999 Statistica ; https://creativecommons.org/licenses/by/3.0/
    • Accession Number:
      edsbas.7676D95C