Efficient simulation and integrated likelihood estimation...

Efficient simulation and integrated likelihood estimation in state space models

Chan, Joshua C.C., Jeliazkov, Ivan
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Volume:
1
Year:
2009
Language:
english
Journal:
International Journal of Mathematical Modelling and Numerical Optimisation
DOI:
10.1504/ijmmno.2009.030090
File:
PDF, 307 KB
english, 2009
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