Exact score for time series models in state space form
by Siem Jan Koopman and Neil Shephard
| Year of publication: |
1992
|
|---|---|
| Authors: | Koopman, Siem Jan ; Shephard, Neil G. |
| Publisher: |
London |
| Subject: | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Schätztheorie | Estimation theory |
| Extent: | 14 S |
|---|---|
| Series: | Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines. - London : LSE, ISSN 0969-4390, ZDB-ID 2185062-8. - Vol. 241 Suntory Toyota International Centre for Economics and Related Disciplines ; 241 : Econometrics |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000837992