Stochastic model specification search for Gaussian and partial non-Gaussian state space models
Sylvia Frühwirth-Schnatter; Helga Wagner
| Year of publication: |
2010
|
|---|---|
| Authors: | Frühwirth-Schnatter, Sylvia ; Wagner, Helga |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 154.2010, 1, p. 85-100
|
| Subject: | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003931791