๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Moments for a multivariate linear model with an application to the growth curve model

โœ Scribed by Dietrich von Rosen


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
755 KB
Volume
35
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A non-linear filtering approach to stoch
โœ Toshiaki Watanabe ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 199 KB ๐Ÿ‘ 2 views

This paper develops a new method for the analysis of stochastic volatility (SV) models. Since volatility is a latent variable in SV models, it is dicult to evaluate the exact likelihood. In this paper, a non-linear ยฎlter which yields the exact likelihood of SV models is employed. Solving a series of