Pages that link to "Item:Q1808687"
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The following pages link to The use of approximating models in Monte Carlo maximum likelihood estimation. (Q1808687):
Displaying 5 items.
- Likelihood approximation by numerical integration on sparse grids (Q292138) (← links)
- An alternative derivation of the Kalman filter using the quasi-likelihood method (Q880264) (← links)
- The dimension-wise quadrature estimation of dynamic latent variable models for count data (Q2084070) (← links)
- Break Detection for a Class of Nonlinear Time Series Models (Q3552855) (← links)
- Monte Carlo maximum likelihood estimation for non-Gaussian state space models (Q4364934) (← links)
