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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:
Taylor S 1986 Modeling financial time series John Wiley and Sons Inc Chichester UK.
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