Theoretical Foundations for Integrating the Multi-Dimensional Kalman Filter with Structural Time Series (STS) Models

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| December 29, 2024

Theoretical Foundations for Integrating the Multi-Dimensional Kalman Filter with Structural Time Series (STS) Models

(Please refer to My Qitta post)[https://qiita.com/guoyansong/items/f2bcc65dbe7056240431]