Computing Exact Score Vectors for Linear Gaussian State Space Models
Year of publication: |
2019
|
---|---|
Authors: | Nagakura, Daisuke |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (13 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.1634552 [DOI] |
Classification: | C10 - Econometric and Statistical Methods: General. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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