Unobserved components models in economics and finance

DOI10.1109/MCS.2009.934465zbMath1395.91355OpenAlexW2143248647MaRDI QIDQ5375712

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Publication date: 14 September 2018

Published in: IEEE Control Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/mcs.2009.934465

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Economic time series analysis (91B84)

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