State Space Models With a Common Stochastic Variance
| Year of publication: |
2004
|
|---|---|
| Authors: | Koopman, Siem Jan ; Bos, Charles S. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 22.2004, 3, p. 346-357
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