Efficient estimation of conditionally linear and Gaussian state space models
Guilherme V. Moura; Douglas Eduardo Turatti
| Year of publication: |
2014
|
|---|---|
| Authors: | Moura, Guilherme Valle ; Turatti, Douglas Eduardo |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 124.2014, 3, p. 494-499
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| Subject: | Nonlinear state-space models | Efficient importance sampling | Rao-Blackwellization | Inflation forecasting | Zustandsraummodell | State space model | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Inflation | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Nichtlineare Regression | Nonlinear regression | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010495099