Koopman, S. and Durbin, J. (2000). Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives Journal of the Royal Statistical Society. Series B. Statistical Methodology, 62:3--56.

• Affiliated author
  Siem Jan Koopman
• Publication year
  2000

• Journal
  Journal of the Royal Statistical Society. Series B. Statistical Methodology