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most citedOptimal Capital Structure with Scale Effects under Spectrally Negative Levy Models

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stat.ME2023

Maximum likelihood smoothing estimation in state-space models: An incomplete-information based approach

Budhi Arta Surya

This paper revisits classical works of Rauch (1963, et al. 1965) and develops a novel method for maximum likelihood (ML) smoothing estimation from incomplete information/data of st…