Asymptotic normality of the maximum likelihood estimator in state space models

Annals of Statistics

Volumn 27, Issue 2, 1999, Pages 514-535

  Jensen, Jens Ledet ^a   Petersen, Niels Væver ^a  

^a AARHUS UNIVERSITY   (Denmark)

Author keywords

Asymptotic normality; Maximum likelihood estimation; State space models

Indexed keywords

EID: 0033464820     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

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