A Simple and Efficient Simulation Smoother for State Space Time Series Analysis

J. Durbin
, S.J. Koopman

Econometrics and Data Science

Research output: Book / Report › Report › Professional

Original language	English
Place of Publication	London
Publisher	London School of Economics
Commissioning body	Department of Statistics
Publication status	Published - 2001

Publication series

Name	LSE
No.	61

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