A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS (Q2933192)

From MaRDI portal
Revision as of 10:11, 9 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS
scientific article

    Statements

    title
    A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS (English)
    0 references
    author
    Hang Qian
    0 references
    publication date
    10 December 2014
    0 references
    zbMATH Keywords
    Kalman filter
    0 references
    ARMA
    0 references
    factor model
    0 references
    stochastic volatility
    0 references

    Identifiers

    DOI
    10.1111/jtsa.12051
    0 references
    Mathematics Subject Classification ID
    62M20
    0 references
    62M10
    0 references
    93E11
    0 references
    62P05
    0 references
    zbMATH DE Number
    6379172
    0 references
    OpenAlex ID
    W3023565450
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2933192&oldid=35428303"
    Powered by MediaWiki