State space models in R

Journal of Statistical Software

Volumn 41, Issue 4, 2011, Pages 1-25

  Petris, Giovanni ^a   Petrone, Sonia ^b  

^a UNIVERSITY OF ARKANSAS   (United States)

^b BOCCONI UNIVERSITY   (Italy)

Author keywords

Kalman lter; R; Software tools; State space models; Unobserved components

Indexed keywords

EID: 79961233990     PISSN: None     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v041.i04     Document Type: Article

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