Prediction, filtering and smoothing in non-linear and non-normal cases using Monte Carlo integration
Year of publication: |
1994
|
---|---|
Authors: | Tanizaki, Hisashi |
Other Persons: | Mariano, Roberto S. (contributor) |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 9.1994, 2, p. 163-179
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Simulation | Theorie | Theory |
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