State-space models on the Stiefel Manifold with a new approach to nonlinear filtering

Yukai Yang and Luc Bauwens

No 2985, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2018-01-01
Note: In : Econometrics, 2018, 6(4), 48, p. 1-22
References: Add references at CitEc
Citations: View citations in EconPapers (2)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering (2018)
Working Paper: State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering (2018)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cor:louvrp:2985

DOI: 10.3390/econometrics6040048

Access Statistics for this paper

More papers in LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Alain GILLIS ().