James Durbin

Further computational aspects

James Durbin, Siem Jan Koopman, 2012 .

Importance sampling for smoothing

Siem Jan Koopman, James Durbin, 2012 .

Time Series Analysis by State Space Methods: Second Edition

James Durbin, Siem Jan Koopman, J. Durbin, 2012 .

Initialisation of filter and smoother

James Durbin, Siem Jan Koopman, 2012 .

Bayesian estimation of parameters

Siem Jan Koopman, James Durbin, 2012 .