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

Durbin,J.
; 
Koopman,S.J.M.
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DP 98142 Pagination: 53
Date
2000
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Tilburg University Research Output Collection
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Durbin, J & Koopman, S J M 2000, 'Time series analysis of Non-Gaussian observations based on state space models from both classical and Bayesian perspectives', Journal of the Royal Statistical Society Series B-Statistical Methodology, vol. 62, pp. 3-56.
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https://hdl.handle.net/20.500.14602/37428
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info:eu-repo/semantics/restrictedAccess
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