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"lq-regularization of the Kalman Filter for exogenous outlier ..."
Emmanuelle Jay et al. (2011)
- Emmanuelle Jay, Patrick Duvaut, Serge Darolles, Christian Gouriéroux:
lq-regularization of the Kalman Filter for exogenous outlier removal: Application to hedge funds analysis. CAMSAP 2011: 29-32
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