scientific article; zbMATH DE number 5843399

DOI10.2143/AST.40.2.2061141MaRDI QIDQ3071124zbMATH OpenFDO

Authors Rodrigo Atherino, Adrian Pizzinga, Cristiano Fernandes

Publication date 1 February 2011

zbMATH Keywords

Kalman filterstate space modelmean square errormissing value

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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