Monte Carlo maximum likelihood estimation for non-Gaussian state space models

J. Durbin, S.J.M. Koopman

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{ad10554ce3144b4a9987681050dc8955,

title = "Monte Carlo maximum likelihood estimation for non-Gaussian state space models",

author = "J. Durbin and S.J.M. Koopman",

note = "Pagination: 16",

year = "1997",

language = "English",

volume = "84,",

pages = "669--684",

journal = "Biometrika",

issn = "0006-3444",

publisher = "Oxford University Press",

}