Model-based measurement of latent risk in time series with applications

Frits Bijleveld, Jacques Commandeur, Phillip Geoffrey Gould, Siem Jan Koopman

Research output: Contribution to journalArticleResearchpeer-review

21 Citations (Scopus)
Original languageEnglish
Pages (from-to)265 - 277
Number of pages13
JournalJournal of the Royal Statistical Society Series A-Statistics in Society
Volume171
Publication statusPublished - 2008

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