White, Scott I.; Clements, Adam E.; Hurn, Stan - Econometric Society - 2004
Filtering techniques are often applied to the estimation of dynamic latent variable models. However, these techniques … (based on a discretisation of the state space) for estimating the general class of dynamic latent variable models. The … filtering techniques have been propsed that avoid invoking such restrictive assumptions, thus permitting a wider class of latent …
