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~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
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Bayesian estimation of switching ARMA models
Billio, Monica
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Monfort, Alain
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Robert, Christian P.
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1996
Persistent link: https://www.econbiz.de/10000952928
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Switching state space models : likelihood function, filtering and smoothing
Billio, Monica
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Monfort, Alain
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1995
Persistent link: https://www.econbiz.de/10000924125
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The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
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1998
Persistent link: https://www.econbiz.de/10000986955
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