High-dimensional conditionally Gaussian state space models with missing data
From MaRDI portal
Publication:6175545
DOI10.1016/j.jeconom.2023.05.005arXiv2302.03172MaRDI QIDQ6175545
Aubrey Poon, Dan Zhu, Joshua C. C. Chan
Publication date: 18 August 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2302.03172
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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