To set up state space representation that involves unknown state vector. To apply to the problem of modeling term structure of interest rates.
Measurement, Equation, State, Equation, Kalman, Filter, Maximum, Likelihood, Estimation
1:28:26
zax 1548 مشاهده
1:17:14
zax 1382 مشاهده
1:21:54
zax 1410 مشاهده
47:02
zax 1255 مشاهده
2:11:30
zax 1226 مشاهده
6:33
armanmh 1088 مشاهده
40:33
winterseminarseries 1100 مشاهده