State space approach to the term structure of interest rates
From MaRDI portal
Publication:4721040
DOI10.1080/00207728708964018zbMath0613.90011OpenAlexW2019873772MaRDI QIDQ4721040
Publication date: 1987
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728708964018
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Linear multivariable control. A geometric approach
- Dynamic Programming Under Uncertainty with a Quadratic Criterion Function
- Optimal Properties of Exponentially Weighted Forecasts
- Prediction error identification methods for stationary stochastic processes
- Convergence analysis of parametric identification methods
- RADIAL EIGENFUNCTIONS FOR THE ELASTIC CIRCULAR CYLINDER
- A Note on Serial Correlation Bias in Estimates of Distributed Lags
This page was built for publication: State space approach to the term structure of interest rates