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Fast filtering and smoothing for multivariate state space models

Koopman,S.J.M.
; 
Durbin,J.
Abstract
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DP 9818 Pagination: 15
Date
2000
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Tilburg University Research Output Collection
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Citation
Koopman, S J M & Durbin, J 2000, 'Fast filtering and smoothing for multivariate state space models', Journal of Time Series Analysis, vol. 21, pp. 281-296.
URI
https://hdl.handle.net/20.500.14602/37427
License
info:eu-repo/semantics/restrictedAccess
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