Estimation for state-space models based on a likelihood approximation

Statistica Sinica

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

  Davis, Richard A ^a   Rodriguez Yam, Gabriel ^a  

^a Department of Ecosystem Science and Sustainability   (United States)

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

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