Kalman Filtering of Time Series Data

    Research output: Chapter in Book/Conference paperChapterpeer-review

    Original languageEnglish
    Title of host publicationModelling and Forecasting Financial Data: Techniques of Nonlinear Dynamics (Studies in Computational Finance, Volume 2)
    EditorsAbdol S. Soofi;Liangyue Cao
    Place of PublicationUSA
    PublisherKluwer Academic Publishers
    Pages137-157
    Number of pages21
    Volume2
    ISBN (Print)9780792376804
    Publication statusPublished - 2002

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