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Efficient matrix approach for classical inference in state space models

Efficient matrix approach for classical inference in state space models

Delle Monache, Davide; Petrella, Ivan

期刊名称Economics Letters
作者Delle Monache, Davide; Petrella, Ivan
卷第181卷
印刷ISSN0165-1765
文件大小427.14KB
发表时间2019-08
DOI10.1016/j.econlet.2019.04.012
页码22-27

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