Estimation d'un modèle V.A.R. par le filtre de Kalman


Journal de la société française de statistique (1993)

  • Volume: 134, Issue: 4, page 3-16
  • ISSN: 1962-5197

How to cite


JSFS. "Estimation d'un modèle V.A.R. par le filtre de Kalman." Journal de la société française de statistique 134.4 (1993): 3-16. <>.

author = {JSFS},
journal = {Journal de la société française de statistique},
language = {fre},
number = {4},
pages = {3-16},
publisher = {Société de statistique de Paris},
title = {Estimation d'un modèle V.A.R. par le filtre de Kalman},
url = {},
volume = {134},
year = {1993},

TI - Estimation d'un modèle V.A.R. par le filtre de Kalman
JO - Journal de la société française de statistique
PY - 1993
PB - Société de statistique de Paris
VL - 134
IS - 4
SP - 3
EP - 16
LA - fre
UR -
ER -


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