Adrian Letchford, Junbin Gao, Lihong Zheng. Filtering financial time series by least squares. Int. J. Machine Learning & Cybernetics, 4(2):149-154, 2013. [doi]
@article{LetchfordGZ13,
title = {Filtering financial time series by least squares},
author = {Adrian Letchford and Junbin Gao and Lihong Zheng},
year = {2013},
doi = {10.1007/s13042-012-0081-0},
url = {http://dx.doi.org/10.1007/s13042-012-0081-0},
researchr = {https://researchr.org/publication/LetchfordGZ13},
cites = {0},
citedby = {0},
journal = {Int. J. Machine Learning & Cybernetics},
volume = {4},
number = {2},
pages = {149-154},
}