Statistical software for state space methods

Journal of Statistical Software

Volumn 41, Issue 1, 2011, Pages 1-18

  Commandeur, Jacques J F ^a   Koopman, Siem Jan ^a   Ooms, Marius ^a  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

ARMA model; Kalman filter; Software tools; State space methods; Unobserved components

Indexed keywords

EID: 79961225739     PISSN: None     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v041.i01     Document Type: Article

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