The following pages link to Adrian Pizzinga (Q295401):
Displaying 18 items.
- Restricted Kalman filtering revisited (Q295404) (← links)
- Restricted Kalman filtering. Theory, methods, and application (Q434277) (← links)
- (Q978700) (redirect page) (← links)
- The log-periodic-AR(1)-GARCH(1,1) model for financial crashes (Q978701) (← links)
- Further investigation into restricted Kalman filtering (Q1003434) (← links)
- Diffuse Restricted Kalman Filtering (Q2865269) (← links)
- (Q3071124) (← links)
- (Q3105142) (← links)
- Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds (Q3607873) (← links)
- A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
- Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models (Q4997703) (← links)
- (Q5045552) (← links)
- Independent events and their complements. Part II (Q5055074) (← links)
- Independent events and their complements (Q5072210) (← links)
- Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis (Q5138046) (← links)
- (Q5178678) (← links)
- Restricted Kalman filter applied to dynamic style analysis of actuarial funds (Q5414521) (← links)
- An Extensive Comparison of Some Well‐Established Value at Risk Methods (Q6088259) (← links)
