Department of Economics and Business Economics

Continuous time state space modeling with an application to high-frequency road traffic data

Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  • Simon Johannes Maria Koopman
  • Jacques J.F. Commandeur, Vrije Universiteit Amsterdam, Netherlands
  • Frits D. Bijleveld, Vrije Universiteit Amsterdam, Netherlands
  • Sunčica Vujić, University of Antwerp, Antwerp, Belgium
Original languageEnglish
Title of host publicationContinuous Time Modeling in the Behavioral and Related Sciences
EditorsKees van Montfort, Johan H.L. Oud, Manuel C. Voelkle
Number of pages11
PublisherSpringer
Publication year2018
Pages305-315
Chapter13
ISBN (print)978-3-319-77219-6
Publication statusPublished - 2018
Externally publishedYes

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