Simulated maximum likelihood for continuous-discrete state space models using Langevin importance sampling
Hermann Singer
| Year of publication: |
November 2016
|
|---|---|
| Authors: | Singer, Hermann |
| Publisher: |
Hagen : FernUniversität Hagen, Fakultät Wirtschaftswissenschaft |
| Subject: | Zustandsraummodell | State space model | Stichprobenerhebung | Sampling | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Simulation | Theorie | Theory |
freely available
| Extent: | 1 Online-Ressource (22 Blätter) Diagramme |
|---|---|
| Series: | Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen. - Hagen : Fernuniv., ZDB-ID 2833658-6. - Vol. Nr. 497 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015205868