Stochastic model specification search for Gaussian and partial non-Gaussian state space models

标题
Stochastic model specification search for Gaussian and partial non-Gaussian state space models
作者
关键词
-
出版物
JOURNAL OF ECONOMETRICS
Volume 154, Issue 1, Pages 85-100
出版商
Elsevier BV
发表日期
2009-07-26
DOI
10.1016/j.jeconom.2009.07.003

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