![](/img/cover-not-exists.png)
A New Robust Kalman Filter for Filtering the Microstructure Noise
Tsai, Yun-Cheng, Lyuu, Yuh-DauhLanguage:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2015.1096390
Date:
June, 2016
File:
PDF, 450 KB
english, 2016