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Maximum likelihood estimation of time series models: the Kalman filter and beyond - Munich Personal RePEc Archive
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Ensemble Kalman filter-based data assimilation for three-dimensional multi-phase-field model: Estimation of anisotropic grain boundary properties - ScienceDirect
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![Forecasting structural time series models and the Kalman filter, A. C. Harvey. Cambridge University Press, Cambridge, 1989. ISBN 0‐521‐32196‐4, cloth, £55.00 Pp. xvi + 554 - Sabani - 1991 - Journal of Applied Econometrics - Wiley Online Library Forecasting structural time series models and the Kalman filter, A. C. Harvey. Cambridge University Press, Cambridge, 1989. ISBN 0‐521‐32196‐4, cloth, £55.00 Pp. xvi + 554 - Sabani - 1991 - Journal of Applied Econometrics - Wiley Online Library](https://onlinelibrary.wiley.com/cms/asset/006184f0-0a61-4c0f-a18e-eb4fce634334/jae.3950060312.fp.png)
Forecasting structural time series models and the Kalman filter, A. C. Harvey. Cambridge University Press, Cambridge, 1989. ISBN 0‐521‐32196‐4, cloth, £55.00 Pp. xvi + 554 - Sabani - 1991 - Journal of Applied Econometrics - Wiley Online Library
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