State space methods in ox/ssfpack

Journal of Statistical Software

Volumn 41, Issue 3, 2011, Pages 1-25

  Pelagatti, Matteo M ^a  

^a UNIVERSITY OF MILANO BICOCCA   (Italy)

Author keywords

ARIMA; Gibbs sam pling; Kalman lter; Ox; SsfPack; State space methods; Unobserved components

Indexed keywords

EID: 79961218922     PISSN: None     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v041.i03     Document Type: Article

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