Incoming Resources
- Forecasting, structural time series models and the Kalman filter, Andrew Harvey
- Financial pricing models in continuous time and Kalman filtering, B. Philipp Kellerhals
- The Kalman filter in finance, by Curt Wells
- Optimal state estimation, Kalman, H [infinity] and nonlinear approaches, Dan Simon
- Measure theory and filtering, introduction and applications, Lakhdar Aggoun, Robert J. Elliott
- Structural time series analyser and modeller and predictor, STAMP 8.2, Siem Jan Koopman ... [and others]
- Forecasting, structural time series models, and the Kalman filter, Andrew Harvey