Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods
Year of publication: |
2012
|
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Authors: | Chan, Joshua C. C. |
Other Persons: | Strachan, Rodney W. (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Zustandsraummodell | State space model | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2025754 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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