基于卡尔曼滤波的MGM-多维~AR($p$) 模型的构建及其应用
熊萍萍, 檀成伟, 闫书丽, 姚天祥
Construction and Application of MGM-Multidimensional AR ($p$) Model Based on Kalman Filter
XIONG Pingping , TAN Chengwei , YAN Shuli , YAO Tianxiang
系统科学与数学
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2021, (4): 1131
-1149
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DOI: 10.12341/jssms20155
