Exact score for time series models in state space form
By: by Siem Jan Koopman and Neil Shephard.
Contributors: Shephard, Neil.; Suntory-Toyota International Centre for Economics and Related Disciplines.
Series: Econometrics discussion paper series -- EM/92/241
Publisher: London School of Economics and Political Science, Suntory Toyota International Centre for Economics and Related Disciplines
Published: 1992
Place of publication: London
Language: eng