Construction and Application of MGM-Multidimensional AR ($p$) Model Based on Kalman Filter

XIONG Pingping , TAN Chengwei , YAN Shuli , YAO Tianxiang

Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (4) : 1131-1149.

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Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (4) : 1131-1149. DOI: 10.12341/jssms20155

Construction and Application of MGM-Multidimensional AR ($p$) Model Based on Kalman Filter

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(4): 1131-1149 https://doi.org/10.12341/jssms20155

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