International Aerospace Abstracts PDF Download
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Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1124
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Book Description
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1124
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Book Description
Author: Library of Congress. Copyright Office
Publisher: Copyright Office, Library of Congress
ISBN:
Category : Copyright
Languages : en
Pages : 1510
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Book Description
Author:
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ISBN:
Category : Automatic control
Languages : en
Pages : 108
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Book Description
Author:
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ISBN:
Category : Catalogs, Union
Languages : en
Pages : 1404
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Book Description
Author:
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ISBN:
Category : Mathematical physics
Languages : en
Pages : 836
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Book Description
Author:
Publisher:
ISBN:
Category : Periodicals
Languages : en
Pages : 1780
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Book Description
Author:
Publisher:
ISBN:
Category : Union catalogs
Languages : en
Pages : 648
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Book Description
Includes entries for maps and atlases
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 424
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Book Description
Author:
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Category : Aviation medicine
Languages : en
Pages : 876
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Book Description
A selection of annotated references to unclassified reports and journal articles that were introduced into the NASA scientific and technical information system and announced in Scientific and technical aerospace reports (STAR) and International aerospace abstracts (IAA).
Author: C. Wells
Publisher: Springer Science & Business Media
ISBN: 940158611X
Category : Business & Economics
Languages : en
Pages : 181
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Book Description
A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.
