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scientific article; zbMATH DE number 1894679
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| English | No label defined |
scientific article; zbMATH DE number 1894679 |
Statements
8 April 2003
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filtering
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Kalman filter
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quadratic hill-climbing
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stochastic volatility model
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time series
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ARCH(1) plus noise model
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0.9110664
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0.8961379
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0.88933086
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0.8869921
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0.88669354
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0.88652885
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