Fast Filtering and Smoothing for Multivariate State Space Models (Q62653)

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Fast Filtering and Smoothing for Multivariate State Space Models
scientific article

    Statements

    volume
    21
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    issue
    3
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    page(s)
    281-296
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    publication date
    May 2000
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    author
    S. J. Koopman
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    J. Durbin
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