Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs

Author: Casals J.   Sotoca S.  

Publisher: Elsevier

ISSN: 0165-1765

Source: Economics Letters, Vol.57, Iss.3, 1997-12, pp. : 261-267

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract