Pairwise likelihood inference for general state space models
Year of publication: |
2009
|
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Authors: | Varin, Cristiano ; Vidoni, Paolo |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 1/3, p. 170-185
|
Subject: | Induktive Statistik | Statistical inference | Zustandsraummodell | State space model | Statistische Verteilung | Statistical distribution | Autokorrelation | Autocorrelation | Theorie | Theory |
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