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The simulation smoother for time series models |
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| Authors: | DE JONG PIET; SHEPHARD NEIL |
| Institution: | Faculty of Commerce and Business Administration, University of British Columbia Vancouver, B.C., V6T 1Z2, Canada Nuffield College Oxford, OX1 1NF, U.K. |
| Abstract: | |
| Keywords: | Gibbs sampling Kalman filter Simulation smoother Smoothing State space model |
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