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Our data says that the document:
Viktor, Ledenyov ; Dimitri, Ledenyov. (2013) On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks.
In: MPRA Paper. RePEc:pra:mprapa:50235.
Full description at Econpapers
cites:
Bationo R, Hounkpodote H 2009 Estimated changes in prices of coffee and cocoa: Kalman filter, Hodrick-Prescott filter and modeling from Markov switching MPRA Paper No 26980 Munich University Munich Germany pp 1 - 22 http://mpra.ub.uni-muenchen.de/26980/ .
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