330.015195 / W462k
Wells, Curt
       The Kalman filter in finance / Curt Wells .- London: Kluwer Academic Publishers, 1996 .- xvi, 169p . .- ( Advanced Studies In Theoretical And Applied Econometrics / Edited By F. G. Adams V.32
ISBN: 9780792337713
Subject Headings:
Finance -- Econometric models;
Kalman filtering;
Estimation theory;
Copy Details:
Acc. No.: A182223, Full Call No.: 330.015195 W462k, Item type: Books , Location: General Stacks,
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