VOL. 32 | 1997
Optimal Estimating Equations for State Vectors in Non-Gaussian and Nonlinear State Space Time Series Models
Chapter Author(s)
J. Durbin
Editor(s)
Ishwar V. Basawa, V. P. Godambe, Robert L. Taylor
IMS Lecture Notes Monogr. Ser., 1997: 285-292 (1997)
DOI: 10.1214/lnms/1215455051