Dynamic prediction of financial distress based on Kalman filtering

DOI10.1155/2014/370280zbMath1419.93066OpenAlexW2129683496WikidataQ59039040 ScholiaQ59039040MaRDI QIDQ2321384

Lianghua Chen, Qian Zhuang

Publication date: 23 August 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/370280

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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Cites Work

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• Kalman filter-based identification for systems with randomly missing measurements in a network environment

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