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~language:"fra"
~source:"econis"
~subject:"Statistical test"
~subject:"Statistischer Test"
~subject:"Zustandsraummodell"
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Analyse factorielle dynamique multifréquence appliquée `a la datation de la conjoncture française
Cornec, Matthieu
- In:
Economie & prévision : EP
172
(
2006
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003375065
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Introduction aux modèles espace-état et au filtre de Kalman
Lemoine, Matthieu
;
Pelgrin, Florian
-
2003
Persistent link: https://www.econbiz.de/10002236956
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3
Filtrage de Kalman d'une série temporelle saisonnière : application à la prévision de consommation d'électricité
Martin, M.-M.
- In:
Revue de statistique appliquée
47
(
1999
)
4
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001423382
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Le phénomène leptokurtique sur les marchés financiers
Walter, Christian
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
2
,
pp. 15-68
Persistent link: https://www.econbiz.de/10001702628
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5
Tests de convergence s'appuyant sur le filtre de Kalman avec applications aux taux d'inflation de la Communauté Européenne
Zweifel, Patrick
-
2001
Persistent link: https://www.econbiz.de/10001636882
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2003
Persistent link: https://www.econbiz.de/10001798440
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