Exact Initial Kalman Eiltering anB Smoothing for Nonstationary Time Senes Models
| Year of publication: |
1997
|
|---|---|
| Authors: | Koopman, Siem Jan |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 92.1997, 440, p. 1630-1638
|