SSRNEconometrics & Forecasting
Kalman's Error
The article corrects a misconception in Kalman's estimator by discussing two types of orthogonality applied to data and time samples.
Featured in No. 51 on 28 May 2024 · 19 days after release
- Released
- 9 May 2024
- First featured
- No. 51 · 28 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4840827
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