Filtering and Smoothing of State Vector for Diffuse State Space Models

S.J. Koopman
, J. Durbin

Econometrics and Data Science

Research output: Book / Report › Report › Professional

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

Publication series

Name	LSE
No.	62

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