A note on implementing the Durbin and Koopman simulation smoother
type: Item
instance of: scholarly article
title: A note on implementing the Durbin and Koopman simulation smoother
zbMATH Open document ID: 1468.62090
author: Marek Jarociński
published in: Computational Statistics and Data Analysis
publication date: 2018-08-21T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/154300
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6921393
zbMATH Keywords: state space model
zbMATH Keywords: simulation smoother
zbMATH Keywords: trend output
MaRDI profile type: Publication
OpenAlex ID: W2118770291
cites work: A simple and efficient simulation smoother for state space time series analysis
cites work: Time series analysis by state space methods.
DOI: 10.1016/J.CSDA.2015.05.001
description: scientific article; zbMATH DE number 6921393