The estimation of a state space model by estimating functions with an application
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Publication:4665350
DOI10.1111/j.1467-9574.2004.00268.xzbMath1061.62149MaRDI QIDQ4665350
Demetrios Papanastassiou, Demetrios Ioannides
Publication date: 11 April 2005
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9574.2004.00268.x
62M20: Inference from stochastic processes and prediction
62P05: Applications of statistics to actuarial sciences and financial mathematics
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Cites Work
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