Parameter Estimation in State Space Models with Multiplicative Noise - Examples

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Original language	English

Place of Publication	Kgs. Lyngby
Publisher	Technical University of Denmark, DTU Informatics, Building 321
Publication status	Published - 2009

Series	IMM-Technical Report-2009-06

Møller, J. K., Carstensen, N. J., & Madsen, H. (2009). Parameter Estimation in State Space Models with Multiplicative Noise - Examples. Kgs. Lyngby: Technical University of Denmark, DTU Informatics, Building 321. IMM-Technical Report-2009-06

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title = "Parameter Estimation in State Space Models with Multiplicative Noise - Examples",

author = "M{\o}ller, {Jan Kloppenborg} and Carstensen, {Niels Jacob} and Henrik Madsen",

year = "2009",

language = "English",

series = "IMM-Technical Report-2009-06",

publisher = "Technical University of Denmark, DTU Informatics, Building 321",

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AU - Møller, Jan Kloppenborg

AU - Carstensen, Niels Jacob

AU - Madsen, Henrik

PY - 2009

Y1 - 2009

M3 - Report

T3 - IMM-Technical Report-2009-06

BT - Parameter Estimation in State Space Models with Multiplicative Noise - Examples

PB - Technical University of Denmark, DTU Informatics, Building 321

CY - Kgs. Lyngby

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