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BibTeX entry
@Article{Zadrozny:1994:KFM,
author = "P. A. Zadrozny and S. Mittnik",
title = "{Kalman}-filtering methods for computing information
matrices for time-invariant, periodic, and generally
time-varying {VARMA} models and samples",
journal = j-COMPUT-MATH-APPL,
volume = "28",
number = "4",
pages = "107--119",
month = aug,
year = "1994",
CODEN = "CMAPDK",
ISSN = "0898-1221 (print), 1873-7668 (electronic)",
ISSN-L = "0898-1221",
bibdate = "Wed Mar 1 19:11:22 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/computmathappl1990.bib;
http://www.math.utah.edu/pub/tex/bib/computmathappl2000.bib",
note = "See comments \cite{Terceiro:2000:CKF}.",
URL = "http://www.sciencedirect.com/science/article/pii/0898122194001324",
acknowledgement = ack-nhfb,
fjournal = "Computers and Mathematics with Applications",
journal-URL = "http://www.sciencedirect.com/science/journal/08981221",
}
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