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Monte Carlo maximum likelihood estimation for non-Gaussian state space models

Durbin,J.
; 
Koopman,S.J.M.
Abstract
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Pagination: 16
Date
1997
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Tilburg University Research Output Collection
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Durbin, J & Koopman, S J M 1997, 'Monte Carlo maximum likelihood estimation for non-Gaussian state space models', Biometrika, vol. 84, pp. 669-684.
URI
https://hdl.handle.net/20.500.14602/32175
License
info:eu-repo/semantics/restrictedAccess
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