| 000 | 00642pam a2200193a 44500 | ||
|---|---|---|---|
| 008 | 160408b1996 xxu||||| |||| 00| 0 eng d | ||
| 020 | _a9780792337713 | ||
| 040 | _aP K Kelkar Library, IIT Kanpur | ||
| 082 |
_a330.015195 _bW462k |
||
| 100 | _aWells, Curt | ||
| 245 | 0 |
_aThe Kalman filter in finance _cCurt Wells |
|
| 260 |
_aLondon _bKluwer Academic Publishers _c1996 |
||
| 300 | _axvi, 169p | ||
| 440 |
_aAdvanced Studies In Theoretical And Applied Econometrics / Edited By F. G. Adams _vV.32 |
||
| 650 | _aFinance -- Econometric models | ||
| 650 | _aKalman filtering | ||
| 650 | _aEstimation theory | ||
| 997 | _aA182223 C | ||
| 999 |
_c377717 _d377717 |
||