"Estimation of market efficiency process within time-varying autoregressive ..."

Maria V. Kulikova, Gennady Yu. Kulikov (2022)

> Home

Details and statistics

DOI: 10.1016/J.DSP.2022.103619

access: closed

type: Journal Article

metadata version: 2022-10-02

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/dsp/KulikovaK22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/dsp/KulikovaK22
Maria V. Kulikova, Gennady Yu. Kulikov:
Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach. Digit. Signal Process. 128: 103619 (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.