Exact initial Kalman filtering and smoothing for nonstationary time series models

S.J.M. Koopman

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	1630-1638
Number of pages	9
Journal	Journal of the American Statistical Association
Volume	92,
Publication status	Published - 1997

Cite this

@article{338026418c1b463f9ab66384553c7b70,

title = "Exact initial Kalman filtering and smoothing for nonstationary time series models",

author = "S.J.M. Koopman",

note = "Pagination: 9",

year = "1997",

language = "English",

volume = "92,",

pages = "1630--1638",

journal = "Journal of the American Statistical Association",

issn = "0162-1459",

publisher = "Taylor and Francis Ltd.",

}