Slide 1State Space Models Slide 2 Let { x t :t T} and { y t :t T} denote two vector valued time series that satisfy the system of equations: y t = A t x t + v t (The observation…
Page 1 Series Temporelles Caracteristiques des donnees Financieres Tests Page 2 Comportement des Series Financieres La base de lanalyse repose sur les taux de rendements…