"lq-regularization of the Kalman Filter for exogenous outlier ..."

Emmanuelle Jay et al. (2011)

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DOI: 10.1109/CAMSAP.2011.6136009

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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Emmanuelle Jay, Patrick Duvaut, Serge Darolles, Christian Gouriéroux:
l^q-regularization of the Kalman Filter for exogenous outlier removal: Application to hedge funds analysis. CAMSAP 2011: 29-32

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