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On Lie algebras and finite dimensional filtering
Hazewinkel, Michiel; Marcus, Steven I. - 1980
Persistent link: https://www.econbiz.de/10001379139
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On deformations, approximations and nonlinear filtering
Hazewinkel, Michiel - 1980
Persistent link: https://www.econbiz.de/10001379156
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The optimal use of provisional data in forecasting with dynamic models
Bordignon, Silvano - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 2, pp. 275-286
Persistent link: https://www.econbiz.de/10001090348
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Evolución de la demanda por dinero en Chile (1974 - 86) : una aplicación del Filtro de Kalman
Labán M., Raúl - In: Revista de econometria 8 (1988) 1, pp. 45-82
Persistent link: https://www.econbiz.de/10001072458
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The time-varying-parameter model for modeling changing conditional variance : the case of the Lucas hypothesis
Kim, Chang-jin - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 4, pp. 433-440
Persistent link: https://www.econbiz.de/10001074853
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A statistical model of changes in asset prices employing intraday data : a recursive approach
Fletcher, Roy A. - In: Review of financial economics : RFE 2 (1993) 2, pp. 43-58
Persistent link: https://www.econbiz.de/10001159830
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Sources of monetary growth uncertainty and economic activity : the time-varying-parameter model with heteroskedastic disturbances
Kim, Chang-jin - In: The review of economics and statistics 75 (1993) 3, pp. 483-492
Persistent link: https://www.econbiz.de/10001162859
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An analysis of US stock price behavior using wavelets
Ramsey, James B.; Usikov, Daniel; Zaslavsky, George M. - 1994
Persistent link: https://www.econbiz.de/10000887599
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Estimación de las elasticidades ingreso y precio de la importaciones chilenas 1974 - 1987
Meller, Patricio - 1989
Persistent link: https://www.econbiz.de/10001078676
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Seemingly unrelated time series equations and a test for homogeneity
Fernández, F. J. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 1, pp. 71-81
Persistent link: https://www.econbiz.de/10001081589