Pairs trading (Q5711166): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697680500149370
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@@ Property / OpenAlex ID @@
+W4256431242
@@ Property / OpenAlex ID: W4256431242 / rank @@
+Normal rank
@@ Property / cites work @@
+Exact Finite-Dimensional Filters for Maximum Likelihood Parameter Estimation of Continuous-time Linear Gaussian Systems
+Normal rank
@@ Property / cites work @@
+New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models
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@@ Property / cites work @@
+AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
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@@ links / mardi / name / links / mardi / name @@
+Publication:5711166