Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Jarocinski, Marek (2014): A note on implementing the Durbin and Koopman simulation smoother. |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models |
Source: | BASE |
Persistent link: https://www.econbiz.de/10015244642