Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives

S.J. Koopman, J. Durbin

    Research output: Contribution to JournalArticleAcademic

    Original languageEnglish
    Pages (from-to)3-56
    Number of pages53
    JournalJournal of the Royal Statistical Society. Series B. Statistical Methodology
    Volume62
    DOIs
    Publication statusPublished - 2000

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