Applied state space modelling of non-Gaussian time series using integration-based Kalman filtering

✍ Scribed by Sylvia Frühwirth-Schnatter

• Publisher: Springer US
• Year: 1994
• Tongue: English
• Weight: 1001 KB
• Volume: 4
• Category: Article
• ISSN: 0960-3174
• DOI: 10.1007/bf00156749