Kalman Filter Finance - 28 items
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Kalman-Filter basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt (Europäische ... Universitaires Européennes) (German Edition)
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Statistics for Finance: Texts in Statistical Science (Chapman & Hall/CRC Texts in Statistical Science)
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Restricted Kalman Filtering: Theory, Methods, and Application (SpringerBriefs in Statistics Book 12)
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