𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Hedge Fund Returns, Kalman Filter, and Errors-in-Variables

✍ Scribed by François-Éric Racicot; Raymond Théoret

Publisher
Springer US
Year
2010
Tongue
English
Weight
65 KB
Volume
38
Category
Article
ISSN
0197-4254

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dynamic changes in effective connectivit
Dynamic changes in effective connectivity characterized by variable parameter regression and kalman filtering
✍ Christian Büchel; K.J. Friston 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 157 KB

Attention to visual motion can increase the responsiveness of the motion-selective cortical area V5 and the posterior parietal cortex. We addressed attentional modulation of effective connectivity using variable parameter regression and functional magnetic resonance imaging. We present data from a s

On dependent variables and instrumental
On dependent variables and instrumental errors in filtering of experimental data
✍ Lukasiewicz, S. A. ;Babaei, R. 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 497 KB 👁 3 views

The paper presents a filtering algorithm which corrects the results of measurements of certain physical quantities if some information about the model of the system is known. The results of measurements are not only obtained in an explicit form for the considered variable but also in a form of depen