Bellman filtering and smoothing for state-space models
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Publication:6193073
DOI10.1016/j.jeconom.2023.105632arXiv2008.11477MaRDI QIDQ6193073
Publication date: 13 February 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.11477
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
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