Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives - Discussion on the paperby Durbin and Koopman

Durbin, J Koopman, SJ Smith, JQ Shephard, N Chatfield, C Young, P Harvey, A Bhansali, RJ Sahu, SK Doornik, JA Nelder, JA Pitt, MK Aitkin, M Bartlett, MS Chan, K Tong, H Diebold, FX van Dijk, HK Fahrmeir, L Fruhwirth-Schnatter, S Gamerman, D Jacquier, E Polson, NG Jorgensen, B Lundbye-Christensen, S Kitagawa, G Higuchi, T Kumar, K Lee, Y Maravall, A Quenneville, B Thomson, P Zellner, A

J. Durbin et al., Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives - Discussion on the paperby Durbin and Koopman, J ROY STA B, 62, 2000, pp. 29-56

76

Mathematics

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

13697412 → ACNP

62

2000

1

29 - 56

ISI

1369-7412(2000)62:<29:TSAONO>2.0.ZU;2-X