State-Space Models

Springer-Verlag New York Inc., 2013

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The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data.

ISBN-13
9781461477884
ISBN-10
1461477883
Publisher
Springer-Verlag New York Inc.
Year
2013
Publication date
2013-08-13
Pages
347
Dimensions
241x162x26
Weight
690