On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks
Extent: | application/pdf |
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Type of publication: | Book / Working Paper |
Classification: | C4 - Econometric and Statistical Methods: Special Topics ; c46 ; C5 - Econometric Modeling ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; c58 ; C6 - Mathematical Methods and Programming ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; E58 - Central Banks and Their Policies |
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Ledenyov, Dimitri O., (2013)
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