Dynamic financial distress prediction based on Kalman filtering

DOI10.1080/02664763.2014.947359OpenAlexW2043929737MaRDI QIDQ5130148

Xinzhong Bao, Hongyu Fu, Qiuyan Tao

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.947359

zbMATH Keywords

Kalman filteringfinancial distressdynamic predictionstate space equations

Mathematics Subject Classification ID

Statistics (62-XX)

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