TY  - JOUR

T1  - Real-time covariance estimation for the local level model

JO  - Journal of Time Series Analysis

PY  - 2011/01/01

AU  - Triantafyllopoulos K

ED  - 

DO  - DOI: 10.1111/j.1467-9892.2010.00686.x

VL  - 32

IS  - 2

SP  - 93

EP  - 107

Y2  - 2024/12/22

ER  -