Citation:
Koopman, Siem Jan, Neil Shephard, and Jurgen A Doornik. 2008. Statistical Algorithms for Models in State Space Form: SsfPack 3.0. Timberlake Consultants Press.
Statistical Algorithms for Models in State Space Form: SsfPack 3.0
Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
