A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS (Q2933192)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS |
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A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS (English)
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10 December 2014
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Kalman filter
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ARMA
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factor model
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stochastic volatility
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