Parameter Estimation in State Space Models with Multiplicative Noise - Examples

Jan Kloppenborg Møller, Niels Jacob Carstensen, Henrik Madsen

    Research output: Book/ReportReportResearch

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

    Cite this