Maximum likelihood estimation of time series models : the Kalman filter and beyond
Tommaso Proietti and Alessandra Luati
| 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: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010206765