Statistical algorithms for models in state space form
Subtitle: SsfPack 3.0
By: Siem Jan Koopman, Neil Shephard, Jurgen A. Doornik.
Contributors: Shephard Neil.; Doornik, Jurgen A.
Publisher: Timberlake Consultants
Published: 2008
Place of publication: London
Language: eng
Number of pages: 168
ISBN-13: 9780955707636
Subjects: Algorithms; State-space methods
Notes: Includes bibliographical references (p. 159-162).