Statistical algorithms for models in state space using SsfPack 2.2 (Q4705831): Difference between revisions

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Latest revision as of 18:02, 5 March 2024

scientific article; zbMATH DE number 1370489
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English
Statistical algorithms for models in state space using SsfPack 2.2
scientific article; zbMATH DE number 1370489

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    Statistical algorithms for models in state space using SsfPack 2.2 (English)
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    25 November 1999
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    Kalman filtering
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    Kalman smoothing
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    Markov chain Monte Carlo
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    simulation smoother
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    state space
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    algorithms
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    univariate and multivariate models
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    Ox computing environment
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