Likelihood Functions for State Space Models with Diffuse Initial Conditions

S.J. Koopman, M.K. Francke, A.F. de Vos

Research output: Working paper / Preprint › Working paper › Professional

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Name	TI Discussion Paper
No.	08-020/4

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@techreport{828dcd50940c43e9bfeda3e225dca4f8,

title = "Likelihood Functions for State Space Models with Diffuse Initial Conditions",

author = "S.J. Koopman and M.K. Francke and {de Vos}, A.F.",

year = "2008",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Instituut (TI)",

number = "08-020/4",

type = "WorkingPaper",

institution = "Tinbergen Instituut (TI)",

}