| |
| 2009 | ||
|---|---|---|
| 3 | EE | Paresh Date, Chieh Wang: Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting. European Journal of Operational Research 195(1): 156-166 (2009) |
| 2008 | ||
| 2 | EE | Paresh Date, Luka Jalen, Rogemar S. Mamon: A new algorithm for latent state estimation in non-linear time series models. Applied Mathematics and Computation 203(1): 224-232 (2008) |
| 1 | EE | Paresh Date, Rogemar S. Mamon, Luka Jalen: A new moment matching algorithm for sampling from partially specified symmetric distributions. Oper. Res. Lett. 36(6): 669-672 (2008) |
| 1 | Luka Jalen | [1] [2] |
| 2 | Rogemar S. Mamon | [1] [2] |
| 3 | Chieh Wang | [3] |