Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models
Autor: | Genon-Catalot, Valentine, Jeantheau, Thierry, Laredo, Catherine |
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Zdroj: | Scandinavian Journal of Statistics, 2003 Jun 01. 30(2), 297-316. |
Databáze: | JSTOR Journals |
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