Filtering and Smoothing of State Vector for Diffuse State Space Models

S.J. Koopman, J. Durbin

Research output: Book / ReportReportProfessional

Original languageEnglish
Place of PublicationLondon
PublisherLondon School of Economics
Commissioning bodyUnknown commissioning body
Publication statusPublished - 2001

Publication series

NameLSE
No.62

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