Kalmanov filter : delo diplomskega seminarja

Kavčič, Maša (author), Masten, Igor (mentor)

• Language: Slovenian
• Keywords: finančna matematika, Kalmanov filter, funkcija verjetja, model prostora stanj, BDP, časovne vrste, poslovni cikli, model neopazljivih komponent
• Work type: Final seminar paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [M. Kavčič]
• Year: 2014
• Number of pages: 20 str.
• PID: 20.500.12556/RUL-97063
• UDC: 519.2
• COBISS.SI-ID: 17264985
• Publication date in RUL: 18.10.2017

Secondary language

• Language: English
• Title: Kalman filter
• Keywords: financial mathematics, Kalman filter, likelihood function, state space models, GDP, time series, business cycles, unobserved components model