Switching state-space models Likelihood function, filtering and smoothing

Monica Billio، نويسنده , , Alain Monfort، نويسنده ,

روزنامه با شماره پیاپی سال 1998

39

65

103

State-space model , Simulated maximum-likelihood method , Sequential optimal sampler , Partial kalman filter and smoother , Importancesampling techniques , Switching model

Journal of Statistical Planning and Inference

1998

Journal of Statistical Planning and Inference

218491