Extremum Monte Carlo Filters : Real-Time Signal Extraction via Simulation and Regression
Year of publication: |
[2023]
|
---|---|
Authors: | Blasques, Francisco ; Koopman, Siem Jan ; Moussa, Karim |
Publisher: |
[S.l.] : SSRN |
Subject: | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 23, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4317955 [DOI] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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