Original language | English |
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Pages (from-to) | 281-296 |
Number of pages | 15 |
Journal | Journal of Time Series Analysis |
Volume | 21 |
DOIs | |
Publication status | Published - 2000 |
Fast filtering and smoothing for multivariate state space models
S.J. Koopman, J. Durbin
Research output: Contribution to Journal › Article › Academic