Interpolation and backdating with a large information set (Q959707)

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Interpolation and backdating with a large information set
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    title
    Interpolation and backdating with a large information set (English)
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    author
    Elena Angelini
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    Jérôme Henry
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    publication date
    12 December 2008
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    Mathematics Subject Classification ID
    62P20
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    62M10
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    65C05
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    91B84
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    62H25
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    62-07
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    zbMATH DE Number
    5382191
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    zbMATH Keywords
    interpolation
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    factor model
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    Kalman filter
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    spline
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    OpenAlex ID
    W3121183024
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