Efficient importance sampling for ML estimation of SCD models

Computational Statistics and Data Analysis

Volumn 53, Issue 6, 2009, Pages 1974-1992

  Bauwens, L ^a   Galli, F ^b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b UNIVERSITY OF LUGANO   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL THEORY; ELECTROCHEMICAL CORROSION; ELECTROCHEMICAL IMPEDANCE SPECTROSCOPY; SIGNAL NOISE MEASUREMENT; STOCHASTIC MODELS;

IMPORTANCE SAMPLINGS; LIKELIHOOD FUNCTIONS; ML ESTIMATIONS; MONTE CARLO EXPERIMENTS; SAMPLE SIZES;

ESTIMATION;

EID: 61549133917     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.02.014     Document Type: Article

References (14)

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