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A fast and stable method to compute the likelihood of time invariant state-space models
Casals, José; Sotoca, Sonia; Jerez, Miguel - In: Economics letters 65 (1999) 3, pp. 329-337
Persistent link: https://www.econbiz.de/10001422792
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Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs
Casals, José - In: Economics letters 57 (1997) 3, pp. 261-267
Persistent link: https://www.econbiz.de/10001231515