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"Robust Kalman Filter for High-Frequency Financial Data."
Tomás Cipra, Radek Hendrych, Michal Cerný (2018)
- Tomás Cipra, Radek Hendrych

, Michal Cerný
:
Robust Kalman Filter for High-Frequency Financial Data. WEA (1) 2018: 42-54

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