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~subject:"State space model"
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Johannes, Michael
;
Polson, Nicholas G.
- In:
Handbook of financial time series
,
(pp. 1015-1029)
.
2009
Persistent link: https://www.econbiz.de/10003834288
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Nonlinear state-space models with state-dependent variances
Stroud, Jonathan R.
;
Müller, Peter
;
Polson, Nicholas G.
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
462
,
pp. 377-386
Persistent link: https://www.econbiz.de/10001785370
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