Efficient estimation of conditionally linear and Gaussian state space models
Year of publication: |
2014
|
---|---|
Authors: | Moura, Guilherme V. ; Turatti, Douglas Eduardo |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 124.2014, 3, p. 494-499
|
Publisher: |
Elsevier |
Subject: | Nonlinear state-space models | Efficient importance sampling | Rao-Blackwellization | Inflation forecasting |
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