A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS (Q2933192)
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scientific article; zbMATH DE number 6379172
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS |
scientific article; zbMATH DE number 6379172 |
Statements
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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