The estimation of a state space model by estimating functions with an application (Q4665350)
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scientific article; zbMATH DE number 2154807
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The estimation of a state space model by estimating functions with an application |
scientific article; zbMATH DE number 2154807 |
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The estimation of a state space model by estimating functions with an application (English)
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11 April 2005
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extended Kalman filter
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estimating functions
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stochastic volatility
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tables
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0.8309937119483948
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0.816605269908905
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0.8120852708816528
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0.8120852708816528
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