Maximum likelihood estimation of the dynamic shock-error model (Q583814)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of the dynamic shock-error model |
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Maximum likelihood estimation of the dynamic shock-error model (English)
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1989
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asymptotic normality
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consistency
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time domain
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dynamic shock-error model
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state-space representation
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Kalman filtering
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maximum likelihood estimates
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consistent estimate of the information matrix
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