A note on implementing the Durbin and Koopman simulation smoother (Q1663187)
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scientific article; zbMATH DE number 6921393
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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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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0.7871654629707336
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0.7595558762550354
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0.7113867998123169
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0.7105234265327454
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0.7098996639251709
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