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~institution:"Business School, University of Sydney"
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Maximum likelihood estimation of time series models: the Kalman filter and beyond
Luati, Alessandra
;
Proietti, Tommaso
-
Business School, University of Sydney
-
2012
The purpose of this chapter is to provide a comprehensive treatment of likelihood inference for
state
space
models
…
Persistent link: https://www.econbiz.de/10010699874
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