A note on implementing the Durbin and Koopman simulation smoother (Q1663187)
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scientific article; zbMATH DE number 6921393
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| English | A note on implementing the Durbin and Koopman simulation smoother |
scientific article; zbMATH DE number 6921393 |
Statements
A note on implementing the Durbin and Koopman simulation smoother (English)
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21 August 2018
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state space model
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simulation smoother
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trend output
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