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Dynamic component detection in a multifactor model for stock returns

โœ Scribed by Michele Costa

Book ID
112788492
Publisher
Springer
Year
1994
Tongue
English
Weight
440 KB
Volume
3
Category
Article
ISSN
1613-981X

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## Abstract In this paper, we present a method for detecting faults that can appear in some parts of a chemical plant. This method is based on statistical information generated by the Extended Kalman Filter (EKF) technique and is designed to reveal any drift from the normal behavior of the process.