Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs
| Year of publication: |
1997
|
|---|---|
| Authors: | Casals, Jose ; Sotoca, Sonia |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 57.1997, 3, p. 261-267
|
| Publisher: |
Elsevier |