Fast filtering and smoothing for multivariate state space models

S.J.M. Koopman, J. Durbin

Research output: Contribution to journalArticleScientificpeer-review

52 Citations (Scopus)
Original languageEnglish
Pages (from-to)281-296
Number of pages15
JournalJournal of Time Series Analysis
Volume21
Publication statusPublished - 2000

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