State Space Models with Diffuse Initial Conditions

Authors
Citation
P. Marshall, State Space Models with Diffuse Initial Conditions, Journal of time series analysis, 13(05), 1992, pp. 411
ISSN journal
01439782
Volume
13
Issue
05
Year of publication
1992
Database
ICR
SICI code
0143-9782(1992)13:05<411:SSMWDI>2.0.ZU;2-E