Interpolation and backdating with a large information set (Q959707)
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scientific article; zbMATH DE number 5382191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interpolation and backdating with a large information set |
scientific article; zbMATH DE number 5382191 |
Statements
Interpolation and backdating with a large information set (English)
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12 December 2008
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interpolation
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factor model
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Kalman filter
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spline
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