Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives

Koopman, S. J., Durbin, J. . Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2000. 62 (1) :3-56

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Bibtex

@article{CIS-449150,
  Author = {Koopman, S. J. and Durbin, J.},
  Title = {Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives},
  Journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  Volume = {62},
  Number = {1},
  Year = {2000},
  Pages = {3--56},
  Keywords = {}
}

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