State Space Arch: Forecasting Volatility with a Stochastic Coefficient Model

Decision Technologies for Computational Finance - Advances in Computational Management Science ◽

10.1007/978-1-4615-5625-1_21 ◽

1998 ◽

pp. 267-274

Author(s):

Álvaro Veiga ◽

Marcelo C. Medeiros ◽

Cristiano Fernandes

Keyword(s):

State Space ◽

Stochastic Coefficient ◽

Forecasting Volatility

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State Space and Unobserved Component Models

10.1017/cbo9780511617010 ◽

2004 ◽

Keyword(s):

State Space ◽

Unobserved Component ◽

Component Models

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Hybrid state-space self-tuning control using dual-rate sampling

IEE Proceedings D Control Theory and Applications ◽

10.1049/ip-d.1991.0007 ◽

1991 ◽

Vol 138 (1) ◽

pp. 50 ◽

Author(s):

Leang S. Shieh ◽

Xiao M. Zhao ◽

John W. Sunkel

Keyword(s):

State Space ◽

Hybrid State ◽

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State-space approach for the analysis of networks containing lossy coupled transmission lines in inhomogeneous media

IEE Proceedings G (Electronic Circuits and Systems) ◽

10.1049/ip-g-1.1982.0016 ◽

1982 ◽

Vol 129 (3) ◽

pp. 89 ◽

Author(s):

M.I. Sobhy ◽

S.S. Bedair ◽

M.H. Keriakos

Keyword(s):

State Space ◽

Transmission Lines ◽

Inhomogeneous Media ◽

State Space Approach ◽

Coupled Transmission Lines ◽

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Extended State Space of the Rational sl(2) Gaudin Model in Terms of Laguerre Polynomials

Ukrainian Journal of Physics ◽

10.15407/ujpe58.11.1084 ◽

2013 ◽

Vol 58 (11) ◽

pp. 1084-1091

Author(s):

Yu.V. Bezvershenko ◽

◽

P.I. Holod ◽

Keyword(s):

State Space ◽

Laguerre Polynomials ◽

Gaudin Model ◽

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Parameter Estimation Using a Modified Version of SPSA Algorithm Applied to State Space Models

IEEJ Transactions on Industry Applications ◽

10.1541/ieejias.129.1187 ◽

2009 ◽

Vol 129 (12) ◽

pp. 1187-1194 ◽

Author(s):

Jorge Ivan Medina Martinez ◽

Kazushi Nakano ◽

Kohji Higuchi

Keyword(s):

Parameter Estimation ◽

State Space ◽

State Space Models

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New Multi-Step FIR Predictors for State-Space Signal Models

IEICE Transactions on Fundamentals of Electronics Communications and Computer Sciences ◽

10.1587/transfun.e92.a.1233 ◽

2009 ◽

Vol E92-A (4) ◽

pp. 1233-1236

Author(s):

ChoonKi AHN

Keyword(s):

State Space ◽

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Roundoff Noise Minimization for a Class of 2-D State-Space Digital Filters Using Joint Optimization of High-Order Error Feedback and Realization

IEICE Transactions on Fundamentals of Electronics Communications and Computer Sciences ◽

10.1587/transfun.e97.a.1918 ◽

2014 ◽

Vol E97.A (9) ◽

pp. 1918-1925

Author(s):

Akimitsu DOI ◽

Takao HINAMOTO ◽

Wu-Sheng LU

Keyword(s):

State Space ◽

Digital Filters ◽

Joint Optimization ◽

Error Feedback ◽

Order Error ◽

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HYPERBOLIC HEAT CONDUCTION ANALYSIS FOR AN ORTHOTROPIC FG HOLLOW SPHERE WITH INTERNAL HEAT SOURCE. APPLICATION OF A NEW AUGMENTED STATE SPACE METHOD

Heat Transfer Research ◽

10.1615/heattransres.2017017241 ◽

2017 ◽

Vol 48 (15) ◽

pp. 1399-1419

Author(s):

Majid Bakhtiari ◽

K. Daneshjou ◽

H. Parsania ◽

M. Fakoor

Keyword(s):

Heat Conduction ◽

Heat Source ◽

State Space ◽

Hollow Sphere ◽

Internal Heat ◽

Internal Heat Source ◽

Hyperbolic Heat Conduction ◽

State Space Method ◽

Augmented State ◽

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Stokes' Second Problem for a Micropolar Fluid Through State-Space Approach

International Journal of Fluid Mechanics Research ◽

10.1615/interjfluidmechres.v36.i3.10 ◽

2009 ◽

Vol 36 (3) ◽

pp. 193-206 ◽

Author(s):

M. Devakar ◽

T. K. V. Iyengar

Keyword(s):

State Space ◽

Micropolar Fluid ◽

State Space Approach ◽

Stokes Second Problem ◽

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State Space Decomposition into Cyclic Subspaces and Transformation to the Jordan Form

10.23919/acc.1984.4788480 ◽

1984 ◽

Author(s):

R. P. Guidorzi ◽

T. E. Bullock ◽

G. Basile

Keyword(s):

State Space ◽

Jordan Form ◽

Space Decomposition

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