Pairwise Likelihood Inference for General State Space Models (Q3615083)

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Pairwise Likelihood Inference for General State Space Models
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    Pairwise Likelihood Inference for General State Space Models (English)
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    17 March 2009
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    composite likelihood
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    efficiency
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    pairwise likelihood
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    pseudolikelihood
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    regime switching
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    state space model
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    Tobit model
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