#

kalman-smoother

Here is 1 public repository matching this topic...

wmutschl / pruned-skewed-kalman-paper

Replication codes for paper on "Pruned skewed Kalman filter and smoother with application to DSGE models"

estimation dimensionality-reduction kalman-filtering dimension-reduction kalman-filter dsge kalman dsge-models skewness kalman-smoother estimation-algorithm kalman-filters

Updated Jan 29, 2025
PostScript

Improve this page

Add a description, image, and links to the kalman-smoother topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the kalman-smoother topic, visit your repo's landing page and select "manage topics."