Miscellanea: Exact score for time series models in state space form

Siem Jan Koopman*

*Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)823-826
Number of pages4
JournalBiometrika
Volume79
Issue number4
DOIs
Publication statusPublished - 1 Dec 1992
Externally publishedYes

Keywords

  • EM algorithm
  • Kalman filter
  • Smoothing
  • Unobserved component

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