Statistical algorithms for models in state space using SsfPack 2.2
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Publication:4705831
DOI10.1111/1368-423X.00023zbMath0935.91034OpenAlexW2135034406MaRDI QIDQ4705831
Siem Jan Koopman, Neil Shephard, Jurgen A. Doornik
Publication date: 25 November 1999
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1368-423x.00023
algorithmsMarkov chain Monte CarloKalman filteringstate spaceKalman smoothingsimulation smootherunivariate and multivariate modelsOx computing environment
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