Non‐Gaussian Filter and Smoother Based on the Pearson Distribution System
Work
Year: 2003
Type: article
Source: Journal of Time Series Analysis
Author Yuichi Nagahara
Institution Meiji University
Cites: 20
Cited by: 12
Related to: 10
FWCI: 0.89
Citation percentile (by year/subfield): 78.32
Subfield: Finance
Domain: Social Sciences
Open Access status: closed