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| Chapter title |
Parameter estimation
|
|---|---|
| Chapter number | 5 |
| Book title |
The Kalman Filter in Finance
|
| Published by |
Springer, Dordrecht, January 1996
|
| DOI | 10.1007/978-94-015-8611-5_5 |
| Book ISBNs |
978-9-04-814630-7, 978-9-40-158611-5
|
| Authors |
Curt Wells |