The explicit solution of standard H/sub ∞/ problem in the state space (D/sub 11/≠0, D/sub 22/≠0)
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2021 ◽
Vol 104
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pp. 103294
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Predicting equity premium using dynamic model averaging. Does the state–space representation matter?
2021 ◽
Vol 57
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pp. 101442
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1990 ◽
Vol 112
(1)
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pp. 83-87
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2004 ◽
Vol 13
(01)
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pp. 37-45
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