Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
| Year of publication: |
2011
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|---|---|
| Authors: | Singer, Hermann |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 95.2011, 4, p. 375-413
|
| Publisher: |
Springer |
| Subject: | Continuous-discrete state space models | Stochastic differential equations | Itô calculus | Sampling | Kalman filtering | Approximate nonlinear filtering | Structural equations modeling | Spatial models | Random fields | Stochastic partial differential equations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009396969