A Quadratic Kalman Filter
Year of publication: |
2014
|
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Authors: | Monfort, Alain |
Other Persons: | Renne, Jean-Paul (contributor) ; Roussellet, Guillaume (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2369788 [DOI] |
Classification: | C32 - Time-Series Models ; c46 ; C53 - Forecasting and Other Model Applications ; c57 |
Source: | ECONIS - Online Catalogue of the ZBW |
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