scholarly journals Time-varying state correlations in state space models and their estimation via indirect inference

2021 ◽  
Author(s):  
Caterina Schiavoni ◽  
Siem Jan Koopman ◽  
Franz C. Palm ◽  
Stephan Smeekes ◽  
Jan van den Brakel
Keyword(s):  
State Space ◽  
State Space Models ◽  
Indirect Inference ◽  
Time Varying

Recursive identification of certain structured time-varying state–space models

1997 ◽  
Vol 144 (5) ◽  
pp. 489-497 ◽  
Author(s):  
M.H. Moazzam ◽  
D.J. Clements ◽  
T. Hesketh
Keyword(s):  
State Space ◽  
State Space Models ◽  
Recursive Identification ◽  
Time Varying
Sign in / Sign up

Export Citation Format

Share Document