Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions

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

Access to Document

@techreport{ab67aa8f597b48be99dc6c3b1dc997a6,

title = "Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions",

author = "Francisco Blasques and {van Brummelen}, Janneke and Paolo Gorgi and Koopman, {Siem Jan}",

year = "2022",

month = jan,

day = "6",

language = "English",

volume = "22-001",

publisher = "Tinbergen Institute",

edition = "III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}

TY - UNPB

T1 - Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions

AU - Blasques, Francisco

AU - van Brummelen, Janneke

AU - Gorgi, Paolo

AU - Koopman, Siem Jan

PY - 2022/1/6

Y1 - 2022/1/6

M3 - Working paper

VL - 22-001

BT - Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions

PB - Tinbergen Institute

ER -