Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives

James Durbin and Siem Jan Koopman

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 1998
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Related works:
Journal Article: Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives (2000)
Working Paper: Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives (1998)
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