A fast and stable method to compute the likelihood of time invariant state-space models
José Casals, Sonia Sotoca, Miguel Jerez
| Year of publication: |
1999
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|---|---|
| Authors: | Casals, José ; Sotoca, Sonia ; Jerez, Miguel |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 65.1999, 3, p. 329-337
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| Subject: | Theorie | Theory | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001422792