An efficient filtering approach to likelihood approximation for state-space representations
Year of publication: |
Apr. 2007
|
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Authors: | DeJong, David Neil ; Dharmarajan, Hariharan ; Liesenfeld, Roman ; Richard, Jean-François |
Publisher: |
Kiel : Univ., Dep. of Economics |
Subject: | EIS Filter | Efficient Importance Sampling | Zustandsraummodell | State space model | Theorie | Theory |
Extent: | Online-Ressource, 41 S., Text graph. Darst. |
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Series: | Economics working paper. - Kiel : Univ., Dep. of Economics, ISSN 2193-2476, ZDB-ID 2111620-9. - Vol. 2007,25 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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