Simulated maximum likelihood for continuous-discrete state space models using Langevin importance sampling
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 |
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