"Simulation smoothing for state-space models: A computational efficiency ..."

William J. McCausland, Shirley Miller, Denis Pelletier (2011)

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DOI: 10.1016/J.CSDA.2010.07.009

access: closed

type: Journal Article

metadata version: 2020-02-18

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William J. McCausland, Shirley Miller, Denis Pelletier:
Simulation smoothing for state-space models: A computational efficiency analysis. Comput. Stat. Data Anal. 55(1): 199-212 (2011)

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