Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
| Year of publication: |
2000
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|---|---|
| Authors: | Durbin, J. ; Koopman, S. J. |
| Published in: |
Journal of the Royal Statistical Society Series B. - Royal Statistical Society - RSS, ISSN 1369-7412. - Vol. 62.2000, 1, p. 3-56
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| Publisher: |
Royal Statistical Society - RSS |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005658842