Fast estimation methods for time-series models in state-space form

  1. Garcia-Hiernaux, A.
  2. Casals, J.
  3. Jerez, M.
Journal:
Journal of Statistical Computation and Simulation

ISSN: 0094-9655 1563-5163

Year of publication: 2009

Volume: 79

Issue: 2

Pages: 121-134

Type: Article

DOI: 10.1080/00949650701617249 GOOGLE SCHOLAR