Likelihood Functions for State Space Models with Diffuse Initial Conditions
Year of publication: |
2008
|
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Authors: | Francke, Marc ; Koopman, Siem Jan ; Vos, Aart F. de |
Publisher: |
[S.l.] : SSRN |
Subject: | Zustandsraummodell | State space model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (26 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2006 erstellt |
Other identifiers: | 10.2139/ssrn.1120262 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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