Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
application of different interpolation models, based on the various filtering algorithms. The Stratonovich – Kalman – Bucy … Federal Reserve and other central banks. We overviewed the Stratonovich – Kalman – Bucy filtering algorithm theory and its … with application of state space methods with the Stratonovich – Kalman - Bucy filtering algorithm, focusing on the …