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]

@article{BenmoumenAS19,
  title = {Parameter Estimation for p-Order Random Coefficient Autoregressive (RCA) Models Based on Kalman Filter},
  author = {Mohammed Benmoumen and Jelloul Allal and Imane Salhi},
  year = {2019},
  doi = {10.1155/2019/8479086},
  url = {https://doi.org/10.1155/2019/8479086},
  researchr = {https://researchr.org/publication/BenmoumenAS19},
  cites = {0},
  citedby = {0},
  journal = {J. Applied Mathematics},
  volume = {2019},
}