Pairwise Likelihood Inference for General State Space Models (Q3615083)
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scientific article; zbMATH DE number 5529885
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pairwise Likelihood Inference for General State Space Models |
scientific article; zbMATH DE number 5529885 |
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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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0.7955462336540222
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0.781904399394989
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0.778842031955719
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0.773076057434082
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