A Quadratic Kalman Filter
Copyright policy )A Quadratic Kalman Filter
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- University of Lausanne Switzerland
- Maastricht University Netherlands
- RISEBA University of Business, Arts and Technology Latvia
- Centre De Recherche en Mathématiques de la Décision France
- Paris Dauphine University France
nonlinear smoothing, non-linear filtering, non-linear smoothing, quadratic model, Kalman filter, pseudo-maximum likelihood., Transition functions, generators and resolvents, quadratic model, Filtering in stochastic control theory, quasi maximum likelihood, nonlinear filtering, Kalman filter, Statistical methods; risk measures, jel: jel:C53, jel: jel:C46, jel: jel:C32
nonlinear smoothing, non-linear filtering, non-linear smoothing, quadratic model, Kalman filter, pseudo-maximum likelihood., Transition functions, generators and resolvents, quadratic model, Filtering in stochastic control theory, quasi maximum likelihood, nonlinear filtering, Kalman filter, Statistical methods; risk measures, jel: jel:C53, jel: jel:C46, jel: jel:C32
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