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Erschienen in:
1996 | OriginalPaper | Buchkapitel
The estimates, reconsidered
verfasst von : Curt Wells
Erschienen in: The Kalman Filter in Finance
Verlag: Springer Netherlands
Enthalten in: Professional Book Archive
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In this chapter we reconsider some of the estimates. The first order of business is to address the question of those stocks for which the diagnostics were poor. We concentrate on 9 of the stocks, but what is said could just as well have been applied to the others with less than satisfactory estimation statistics.