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scientific article; zbMATH DE number 1489820 - MaRDI portal

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Publication:4496039

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zbMath0951.62081MaRDI QIDQ4496039

Mariano J. Valderrama, Juan Carlos Ruiz-Molina, Ana M. Aguilera

Publication date: 13 August 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Kalman filtering state-space models functional principal components analysis financial time-series weighted least-squares linear regression

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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