Parameter Estimation in State Space Models with Multiplicative Noise - Examples

Jan Kloppenborg Møller, Niels Jacob Carstensen, Henrik Madsen

    Research output: Book/ReportReport

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    Original languageEnglish
    Place of PublicationKgs. Lyngby
    PublisherTechnical University of Denmark, DTU Informatics, Building 321
    Publication statusPublished - 2009
    SeriesIMM-Technical Report-2009-06

    Cite this

    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