MCMC maximum likelihood for latent state models
| Year of publication: |
2007
|
|---|---|
| Authors: | Jacquier, Eric ; Johannes, Michael ; Polson, Nicholas |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 137.2007, 2, p. 615-640
|
| Publisher: |
Elsevier |