Likelihood analysis of non-Gaussian parameter driven models
| Year of publication: |
1995-10
|
|---|---|
| Authors: | Shephard, Neil ; Pitt, Michael K |
| Institutions: | Economics Group, Nuffield College, University of Oxford |
| Extent: | application/postscript |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series W Number 15 & 108. |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005730285