Stochastic model specification search for Gaussian and partial non-Gaussian state space models
| Year of publication: |
2010
|
|---|---|
| Authors: | Magnus, Jan R. ; Powell, Owen ; Prüfer, Patricia |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 154.2010, 1 (1.1.), p. 85-101
|