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subject:"Time series analysis"
isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Durbin, James"
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Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Center for Economic Research, Tilburg University
International statistical review : a journal of the International Statistical Institute and its associations
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Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
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Durbin, James
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1998
Persistent link: https://www.econbiz.de/10000981433
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Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
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1998
Persistent link: https://www.econbiz.de/10000998337
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