Blar i Statistics Norway's Open Research Repository (SNORRe) på emneord "Kalman filter"

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    • Small continuous surveys and the Kalman filter 

      Lind, Jo Thori (Discussion Papers;No. 333, Working paper, 2002)
      Abstract: The time series nature of repeated surveys is seldom taken into account. I present a statistical model of repeated surveys and construct a computationally feasible estimator based on the Kalman filter. The novelty ...