Interpolation and backdating with a large information set (Q959707)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5382191
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Interpolation and backdating with a large information set |
scientific article; zbMATH DE number 5382191 |
Statements
Interpolation and backdating with a large information set (English)
0 references
12 December 2008
0 references
interpolation
0 references
factor model
0 references
Kalman filter
0 references
spline
0 references
0 references
0 references
0.8401255011558533
0 references
0.7548908591270447
0 references
0.7286869883537292
0 references
0.7222930788993835
0 references
