Prediction of Final Data with Use of Preliminary and-or Revised Data

Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases using Monte Carlo Integration

Tanizaki, H., (1994)

On a Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator: Small Sample Properties

Hamori, S., (1996)

Nonlinear and non-Gaussian state-space modling with Monte Carlo simulations

Tanizaki, Hisashi, (1998)