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Multivariate State Space Models

Benjamin Christoffersen

Last update: 31 January 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1.0, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.5, 0.1.6

Cites work

• Independent Particle Filters
• Particle approximations of the score and observed information matrix in state space models with application to parameter estimation

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