"Efficient simulation and integrated likelihood estimation in state space ..."

Joshua C. C. Chan, Ivan Jeliazkov (2009)

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DOI: 10.1504/IJMMNO.2009.030090

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type: Journal Article

metadata version: 2020-08-06

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Joshua C. C. Chan, Ivan Jeliazkov:
Efficient simulation and integrated likelihood estimation in state space models. Int. J. Math. Model. Numer. Optimisation 1(1/2): 101-120 (2009)

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