Prediction, filtering and smoothing in non-linear and non-normal cases using Monte Carlo integration
H. Tanizaki and R. S. Mariano
| Year of publication: |
1994
|
|---|---|
| Authors: | Tanizaki, Hisashi |
| Other Persons: | Mariano, Roberto S. (contributor) |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 9.1994, 2, p. 163-179
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Simulation | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10001162513