Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
Hermann Singer ()
AStA Advances in Statistical Analysis, 2011, vol. 95, issue 4, pages 375-413
Keywords: Continuous-discrete state space models; Stochastic differential equations; Itô calculus; Sampling; Kalman filtering; Approximate nonlinear filtering; Structural equations modeling; Spatial models; Random fields; Stochastic partial differential equations (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:spr:alstar:v:95:y:2011:i:4:p:375-413
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