• Title of article

    Switching state-space models Likelihood function, filtering and smoothing

  • Author/Authors

    Monica Billio، نويسنده , , Alain Monfort، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1998
  • Pages
    39
  • From page
    65
  • To page
    103
  • Keywords
    State-space model , Simulated maximum-likelihood method , Sequential optimal sampler , Partial kalman filter and smoother , Importancesampling techniques , Switching model
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    1998
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    218491

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=218491