Statistical algorithms for models in state space using SsfPack 2.2 (Q4705831)
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scientific article; zbMATH DE number 1370489
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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