"Robust Kalman Filter for High-Frequency Financial Data."

Tomás Cipra, Radek Hendrych, Michal Cerný (2018)

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DOI: 10.1007/978-3-030-00350-0_4

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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Tomás Cipra, Radek Hendrych, Michal Cerný:
Robust Kalman Filter for High-Frequency Financial Data. WEA (1) 2018: 42-54

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