The Hessian method (highly efficient state smoothing, in a nutshell)
McCausland, William
| Year of publication: |
2008
|
|---|---|
| Other Persons: | McCausland, William J. (contributor) |
| Publisher: |
Montréal : Univ. de Montréal, Fac. des Arts et Sciences, Dép. de Sciences Economiques |
| Subject: | Zustandsraummodell | State space model | Statistische Verteilung | Statistical distribution | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | Online-Ressource, 28 S. = 783 KB, Text graph. Darst. |
|---|---|
| Series: | Cahier / Départment de Sciences Économiques, Université de Montréal. - Montréal : [Verlag nicht ermittelbar], ZDB-ID 2137610-4. - Vol. 2008,03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:1866/2216 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003726412