Siem Jan Koopman

Improving the long-lead predictability of El Niño using a novel forecasting scheme based on a dynamic components model

Desislava Petrova, Siem Jan Koopman, Joan Ballester, 2016, Climate Dynamics.

Importance sampling for smoothing

Siem Jan Koopman, James Durbin, 2012 .

Statistical algorithms for models in state space using SsfPack 2.2

Jurgen A. Doornik, Neil Shephard, Siem Jan Koopman, 1999 .

Computing Observation Weights for Signal Extraction and Filtering

Siem Jan Koopman, Andrew Harvey, A. Harvey, 2003 .

Stamp 5.0 : structural time series analyser, modeller and predictor

Siem Jan Koopman, S. Koopman, S. J. Koopman, 1996 .

Kalman filtering and smoothing

Siem Jan Koopman, P. Armitage, T. Colton, 1998 .

Frequency domain and wavelet-based estimation for long-memory signal plus noise models

Andrew Harvey, Neil Shephard, Siem Jan Koopman, 2004 .

Bayesian estimation of parameters

Siem Jan Koopman, James Durbin, 2012 .