Monte Carlo maximum likelihood estimation for non-Gaussian state space models

J. Durbin, S.J.M. Koopman

Research output: Contribution to journalArticleScientificpeer-review

212 Citations (Scopus)
Original languageEnglish
Pages (from-to)669-684
Number of pages16
JournalBiometrika
Volume84,
Publication statusPublished - 1997

Cite this