Time series analysis of Non-Gaussian observations based on state space models from both classical and Bayesian perspectives

J. Durbin, S.J.M. Koopman

Research output: Contribution to journalArticleScientificpeer-review

164 Citations (Scopus)
Original languageEnglish
Pages (from-to)3-56
Number of pages53
JournalJournal of the Royal Statistical Society, Series B
Volume62
Publication statusPublished - 2000

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