Exact initial Kalman filtering and smoothing for nonstationary time series models

S.J.M. Koopman

Research output: Contribution to journalArticleScientificpeer-review

113 Citations (Scopus)
Original languageEnglish
Pages (from-to)1630-1638
Number of pages9
JournalJournal of the American Statistical Association
Volume92,
Publication statusPublished - 1997

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