A Note on the Filtering for Some Time Series Models (Q4677020)
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scientific article; zbMATH DE number 2169593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on the Filtering for Some Time Series Models |
scientific article; zbMATH DE number 2169593 |
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A Note on the Filtering for Some Time Series Models (English)
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20 May 2005
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biostatiscics
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ARCH model
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Kalman filter
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state space model
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stochastic volatility
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