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In conclusion, the SIML filtering method, which is presented in this publication, exhibits favorable finite sample and asymptotic properties. The simplicity of the SIML filtering renders it a useful tool for practical applications. Furthermore, we highlight additional research avenues that warrant investigation.

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Conclusions

  • 章节

  • 发表日期：

    2025年

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  • Naoto Kunitomo,
  • Seisho Sato

摘要

In conclusion, the SIML filtering method, which is presented in this publication, exhibits favorable finite sample and asymptotic properties. The simplicity of the SIML filtering renders it a useful tool for practical applications. Furthermore, we highlight additional research avenues that warrant investigation.