Likelihood Functions for State Space Models with Diffuse Initial Conditions

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

Research output: Working paper / PreprintWorking paperProfessional

104 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Publication statusPublished - 2008

Publication series

NameTI Discussion Paper
No.08-020/4

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