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Volumn 15, Issue 2, 2005, Pages 381-406

Estimation for state-space models based on a likelihood approximation

Author keywords

Approximate likelihood; Importance sampling; Non linear state space models; Stochastic volatility models

Indexed keywords


EID: 20444434024     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper
Times cited : (32)

References (25)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.