State space approach to the term structure of interest rates
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Publication:4721040
DOI10.1080/00207728708964018zbMATH Open0613.90011OpenAlexW2019873772MaRDI QIDQ4721040FDOQ4721040
Authors: L. Figliuoli, Paolo Caravani 
Publication date: 1987
Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728708964018
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Cites Work
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- Linear multivariable control. A geometric approach
- Dynamic Programming Under Uncertainty with a Quadratic Criterion Function
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- Optimal Properties of Exponentially Weighted Forecasts
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- Convergence analysis of parametric identification methods
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- Prediction error identification methods for stationary stochastic processes
- A Note on Serial Correlation Bias in Estimates of Distributed Lags
- RADIAL EIGENFUNCTIONS FOR THE ELASTIC CIRCULAR CYLINDER
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