Parameter estimation of state space models for univariate observations

Published 2010 View Full Article

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Title
Parameter estimation of state space models for univariate observations
Authors
Keywords
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Journal
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Volume 140, Issue 7, Pages 1889-1902
Publisher
Elsevier BV
Online
2010-01-29
DOI
10.1016/j.jspi.2010.01.036

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