GARCH modelling of covariance in dynamical estimation of inverse solutions (Q2463143): Difference between revisions
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English | GARCH modelling of covariance in dynamical estimation of inverse solutions |
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GARCH modelling of covariance in dynamical estimation of inverse solutions (English)
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5 December 2007
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multivariate time series
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state space modelling
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inverse problem
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Kalman filtering
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GARCH
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