Maximum likelihood estimation of time series models : the Kalman filter and beyond
Year of publication: |
2013
|
---|---|
Authors: | Proietti, Tommaso ; Luati, Alessandra |
Published in: |
Handbook of research methods and applications in empirical macroeconomics. - Cheltenham [u.a.] : Edward Elgar, ISBN 978-1-78254-507-1. - 2013, p. 334-362
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zustandsraummodell | State space model |
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