Exact score for time series models in state space form
Year of publication: |
1992
|
---|---|
Authors: | Koopman, Siem Jan ; Shephard, Neil G. |
Publisher: |
London |
Subject: | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Schätztheorie | Estimation theory | Markov-Kette | Markov chain |
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