Construction and Application of MGM-Multidimensional AR ($p$) Model Based on Kalman Filter
XIONG Pingping , TAN Chengwei , YAN Shuli , YAO Tianxiang
Journal of System Science and Mathematical Science Chinese Series ›› 2021, Vol. 41 ›› Issue (4) : 1131-1149.
Construction and Application of MGM-Multidimensional AR ($p$) Model Based on Kalman Filter
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