Jerez, Miguel; Casals, José; Sotoca, Sonia - Facultad de Ciencias Económicas y Empresariales, … - 2012
by the literature using two main strategies: data transformation and diffuse likelihood. The data transformation approach … is cumbersome, as it requires nonstandard filtering. On the other hand, in some nontrivial cases the diffuse likelihood … value depends on the scale of the diffuse states, so one can obtain different likelihood values corresponding to different …