Fast Likelihood Evaluation and Prediction for Nonstationary...

Biometrika 1994 / 03 Vol. 81; Iss. 1

Fast Likelihood Evaluation and Prediction for Nonstationary State Space Models

Piet De Jong and Singfat Chu-Chun-Lin
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Volume:
81
Language:
english
Journal:
Biometrika
DOI:
10.2307/2337056
Date:
March, 1994
File:
PDF, 1.12 MB
english, 1994
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