Double Sampling Kalman Filter with Applications in Investment Fund Reconstruction Problems
Year of publication: |
2020
|
---|---|
Authors: | Cheng, Zimeng |
Other Persons: | Hui, Ou (contributor) ; Wong, Zi Lang (contributor) ; Tian, Mu (contributor) ; Florescu, Ionut (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Investmentfonds | Investment Fund | Stichprobenerhebung | Sampling | Zustandsraummodell | State space model |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 14, 2018 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.3284772 [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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