Efficient estimation of conditionally linear and Gaussian state space models
Year of publication: |
2014
|
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Authors: | Moura, Guilherme Valle ; Turatti, Douglas Eduardo |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 124.2014, 3, p. 494-499
|
Subject: | Nonlinear state-space models | Efficient importance sampling | Rao-Blackwellization | Inflation forecasting | Zustandsraummodell | State space model | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Inflation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Nichtparametrisches Verfahren | Nonparametric statistics |
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