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I have to calculate half life of an advertisement using Kalman filter in R. The paper 'Estimating the Half-life of Advertisements' (Naik, 1999[1]) provides the base but am unable to understand how exactly the estimation is being done and since a lot of parameters that go in as the input to the kalman filters are unknown i am unable to move forward with my project.

Any suggestion as in how to go forward?

[1]: Naik, P.A. (1999),
"Estimating the Half-life of Advertisements,"
Marketing Letters 10:3, 351-362

Glen_b
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