State space modeling using Ssfpack in S+FinMetrics 3.0

Journal of Statistical Software

Volumn 41, Issue 5, 2011, Pages 1-27

  Zivot, Eric W ^a  

^a UNIVERSITY OF WASHINGTON   (United States)

Author keywords

S plus; Software tools; State space models

Indexed keywords

EID: 79961232970     PISSN: None     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v041.i05     Document Type: Article

References (16)

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