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The Kalman filter in finance

Wells, Curt

The Kalman filter in finance by Curt Wells - Dordrecht ; Boston Kluwer Academic Publishers 1996 - xvi, 169 p. : ill. ; 25 cm

Includes bibliographical references (p. 157-162) and index

ISBN: 9780792337713

ISSN: 95039766

Subjects--Topical Terms:
Estimation theory
Finance - Econometric models
Kalman filtering

Dewey Class. No.: 330.015195 WEL

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