Computing the covariance matrix of QML estimators for a state space model (Q2493868)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the covariance matrix of QML estimators for a state space model |
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Computing the covariance matrix of QML estimators for a state space model (English)
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16 June 2006
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covariance matrix
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Kalman filter
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higher order moments
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