Financial pricing models in continuous time and Kalman filtering /

Advances in the techniques and technology of the application of nonlinear filters and Kalman filters /
Published: (1982)

Tracking and Kalman filtering made easy /
by: Brookner, Eli, 1931-
Published: (1998)

Tracking and Kalman filtering made easy /
by: Brookner, Eli, 1931-
Published: (1998)

Advanced kalman filtering, least-squares and modeling : a practical handbook /
by: Gibbs, Bruce. P., 1946-
Published: (2011)

Forecasting, structural time series models, and the Kalman filter /
by: Harvey, A. C. (Andrew C.)
Published: (1989)

Kalman filtering techniques for radar tracking /
by: Ramachandra, K. V., 1939-
Published: (2000)

State-space approaches for modelling and control in financial engineering : systems theory and machine learning methods /
by: Rigatos, Gerasimos G., 1971-
Published: (2017)

Stochastic models of financial mathematics /
by: Mackevičius, Vigirdas
Published: (2016)

Kalman filtering techniques for radar tracking /
by: Ramachandra, K. V., 1939-
Published: (2000)

Real time forecasting of river flows /
by: Kitanidis, P. K. (Peter K.)
Published: (1978)

Dynamic feature space modelling, filtering and self-tuning control of stochastic systems : a systems approach with economic and social applications /
by: Otter, Pieter Wieger
Published: (1985)

New operational approaches for financial modelling /
Published: (1997)

New operational approaches for financial modelling /
Published: (1997)

Kalman filtering : with real-time applications /
by: Chui, C. K.
Published: (1991)

Kalman filtering : with real-time applications /
by: Chui, C. K.
Published: (1999)

A Kalman filter primer /
by: Eubank, R. L. (Randy L.)
Published: (2006)

Kalman filtering : theory and application /
Published: (1985)

Financial networks : statics and dynamics /
by: Nagurney, Anna
Published: (1997)

ARCH models and financial applications /
by: Gourieroux, Christian, 1949-
Published: (1997)

Kalman filtering with real-time applications /
by: Chui, C. K.
Published: (1987)

Introduction to statistical methods for financial models /
by: Severini, Thomas A. (Thomas Alan), 1959-
Published: (2018)

Detecting regime change in computational finance : data science, machine learning and algorithmic trading /
by: Chen, Jun, 1990 February 16-, et al.
Published: (2021)

Financial and actuarial statistics : an introduction /
by: Borowiak, Dale S., 1952-
Published: (2014)

Practical financial optimization : decision making for financial engineers /
by: Zenios, Stavros Andrea
Published: (2007)

Kalman filtering : theory and practice using MATLAB /
by: Grewal, Mohinder S.
Published: (2001)

Digital and Kalman filtering : an introduction to discrete-time filtering and optimum linear estimation /
by: Bozic, S. M. (Svetozar Mile)
Published: (1994)

Approximate Kalman filtering /
Published: (1993)

An introduction to Kalman filtering = Introduction aux filtres de Kalman /
by: Leach, B. W.
Published: (1984)

A proposed Kalman filter algorithm for estimation of unmeasured output variables for an F100 turbofan engine /
by: Alag, Gurbux S.
Published: (1990)

Solving an empirical puzzle in the capital asset pricing model /
by: Leusner, John
Published: (1997)

Financial market complexity /
by: Johnson, Neil F., 1961-, et al.
Published: (2003)

Statistical Portfolio Estimation /
by: Taniguchi, Masanobu
Published: (2017)

Forecasting, structural time series models and the Kalman filter /
by: Harvey, A. C. (Andrew C.)
Published: (1989)

Fundamentals of Kalman filtering : a practical approach /
by: Zarchan, Paul
Published: (2000)

Nonlinear and Kalman filtering techniques /
Published: (1983)

Financial market complexity /
by: Johnson, Neil F., 1961-
Published: (2003)