Simulated Maximum Likelihood in Nonlinear Continuous-Discrete State Space Models: Importance Sampling by Approximate Smoothing
Work
Year: 2003
Type: article
Source: Computational Statistics
Author Hermann Singer
Institution University of Hagen
Cites: 63
Cited by: 9
Related to: 10
FWCI: 1.187
Citation percentile (by year/subfield): 71.75
Subfield: Finance
Domain: Social Sciences
Open Access status: closed