Nonlinear and non-Gaussian state-space modling with Monte Carlo simulations
Hisashi Tanizaki ; Roberto S. Mariano
| Year of publication: |
1998
|
|---|---|
| Authors: | Tanizaki, Hisashi |
| Other Persons: | Mariano, Roberto S. (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 83.1998, 1, p. 263-290
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Series: | |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001336945