Term Structure Modeling and Estimation in a State Space Framework
Author(s) -
Wolfgang Lemke
Publication year - 2005
Publication title -
lecture notes in economics and mathematical systems
Language(s) - English
Resource type - Book series
SCImago Journal Rank - 0.103
H-Index - 21
eISSN - 2196-9957
pISSN - 0075-8442
DOI - 10.1007/3-540-28344-7
Subject(s) - state space , estimation , state (computer science) , space (punctuation) , econometrics , work (physics) , computer science , operations research , regional science , mathematical economics , statistics , mathematics , sociology , economics , engineering , algorithm , management , mechanical engineering , operating system
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