Parameter Estimation for p-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter

Mohammed Benmoumen, Jelloul Allal, Imane Salhi. Parameter Estimation for p-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter. J. Applied Mathematics, 2019, 2019. [doi]

Authors

Mohammed Benmoumen

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Jelloul Allal

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Imane Salhi

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