Switching state-space models Likelihood function, filtering and smoothing
- 1 May 1998
- journal article
- Published by Elsevier in Journal of Statistical Planning and Inference
- Vol. 68 (1) , 65-103
- https://doi.org/10.1016/s0378-3758(97)00136-5
Abstract
No abstract availableThis publication has 18 references indexed in Scilit:
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