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~institution:"Université Paris-Dauphine (Paris IX)"
~subject:"Kalman filter"
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Kalman filter
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Galli, Alain
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Simple and extended Kalman filters : an application to term structure of
commodity
prices
Galli, Alain
;
Lautier, Delphine
-
Université Paris-Dauphine (Paris IX)
-
2004
Persistent link: https://www.econbiz.de/10010707879
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2
Simple and extended Kalman filters : an application to term structure of
commodity
prices
Galli, Alain
;
Lautier, Delphine
-
Université Paris-Dauphine (Paris IX)
-
2003
Persistent link: https://www.econbiz.de/10010707155
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