Minimally conditioned likelihood for a nonstationary state space model

  1. Casals, J.
  2. Sotoca, S.
  3. Jerez, M.
Journal:
Mathematics and Computers in Simulation

ISSN: 0378-4754

Year of publication: 2014

Volume: 100

Pages: 24-40

Type: Article

DOI: 10.1016/J.MATCOM.2013.10.006 GOOGLE SCHOLAR