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A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS - MaRDI portal

A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS (Q2933192)

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A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS
scientific article

    Statements

    title
    A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS (English)
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    author
    Hang Qian
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    publication date
    10 December 2014
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    zbMATH Keywords
    Kalman filter
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    ARMA
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    factor model
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    stochastic volatility
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    Identifiers

    Mathematics Subject Classification ID
    62M20
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    62M10
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    93E11
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    62P05
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    zbMATH DE Number
    6379172
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    OpenAlex ID
    W3023565450
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    DOI
    10.1111/JTSA.12051
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