Fast filtering and smoothing for multivariate state space models

Research output: Contribution to Journal › Article › Academic

Original language	English
Pages (from-to)	281-296
Number of pages	15
Journal	Journal of Time Series Analysis
Volume	21
DOIs	https://doi.org/10.1111/1467-9892.00186
Publication status	Published - 2000

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@article{d664549dec7041b5b948edcc63a296f4,

title = "Fast filtering and smoothing for multivariate state space models",

author = "S.J. Koopman and J. Durbin",

year = "2000",

doi = "10.1111/1467-9892.00186",

language = "English",

volume = "21",

pages = "281--296",

journal = "Journal of Time Series Analysis",

issn = "0143-9782",

publisher = "Wiley-Blackwell",

}