Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions

Journal of Econometrics - Tập 238 - Trang 105575 - 2024
Francisco Blasques1, Janneke van Brummelen1, Paolo Gorgi1, Siem Jan Koopman1
1Vrije Universiteit Amsterdam and Tinbergen Institute, The Netherlands

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