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~person:"Sickles, Robin C."
~source:"base"
~subject:"Finance"
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Essays on nonstationary time series
Jiang, Bibo
;
Jiang, Bibo
-
2008
, and the asymptotic
theory
of the Kalman filter is derived. In particular, we establish the consistency and asymptotic …
Persistent link: https://www.econbiz.de/10009441897
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