Browsing by Subject "Kalman filter"
Now showing items 14-16 of 16
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
Open AccessThis paper sets out an approach for modelling univariate time series, including those in which observations are available on a daily basis. An underlying continuous time model is formulated and it is shown that this model ...
(Institut d'Estadística de Catalunya, 2014-06-12)
Open AccessThis paper compares the performance of nine time-varying beta estimates taken from three different methodologies never previously compared: least-square estimators including nonparametric weights, GARCH-based estimators ...
(Universitat Politècnica de Catalunya, 2013-12-09)
Restricted access - author's decisionFuture European missions aspire to bring soil samples from Mars back to Earth. The precise identification of the site from which samples are taken leads to major constraints as to the landing accuracy of the lander. ...