STATE-SPACE METHODS IN ASSET PRICING

被引:1
|
作者
CERCHI, M
机构
关键词
D O I
10.1016/0898-1221(89)90109-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:581 / 590
页数:10
相关论文
共 50 条
  • [21] Forecasting Bordeaux wine prices using state-space methods
    Bazen, Stephen
    Cardebat, Jean-Marie
    [J]. APPLIED ECONOMICS, 2018, 50 (47) : 5108 - 5119
  • [22] State-space RLS
    Malik, MB
    [J]. 2003 INTERNATIONAL CONFERENCE ON MULTIMEDIA AND EXPO, VOL I, PROCEEDINGS, 2003, : 837 - 840
  • [23] A bridge between state-space and transfer-function methods
    Kucera, V
    [J]. ADVANCES IN CONTROL EDUCATION 1997, 1998, : 1 - 8
  • [24] STATE-SPACE METHODS FOR CONTROL-SYSTEMS - CSAKI,F
    BARS, R
    [J]. IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS, 1979, 9 (05): : 314 - 315
  • [25] Fast state-space methods for inferring dendritic synaptic connectivity
    Pakman, Ari
    Huggins, Jonathan
    Smith, Carl
    Paninski, Liam
    [J]. JOURNAL OF COMPUTATIONAL NEUROSCIENCE, 2014, 36 (03) : 415 - 443
  • [26] Evaluation of Bayesian networks with flexible state-space abstraction methods
    Liu, CL
    Wellman, MP
    [J]. INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, 2002, 30 (01) : 1 - 39
  • [27] A Fresh Approach to Teaching State-Space Methods in an Undergraduate Course
    Ayyagari, Ramakalyan
    [J]. IFAC PAPERSONLINE, 2019, 52 (09): : 97 - 102
  • [28] MODEL ORDER DETERMINATION FOR STATE-SPACE CONTROL DESIGN METHODS
    EDMUNDS, JM
    [J]. INTERNATIONAL JOURNAL OF CONTROL, 1985, 41 (04) : 941 - 946
  • [29] REGULARIZATION IN STATE-SPACE
    CHAVENT, G
    KUNISCH, K
    [J]. RAIRO-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE, 1993, 27 (05): : 535 - 564
  • [30] THE GEOMETRY OF STATE-SPACE
    ADELMAN, M
    CORBETT, JV
    HURST, CA
    [J]. FOUNDATIONS OF PHYSICS, 1993, 23 (02) : 211 - 223