@article{Koopman2000, title = {Fast Filtering and Smoothing for Multivariate State Space Models}, author = {S. J. Koopman and J. Durbin}, day = {122}, journal = {Journal of Time Series Analysis}, month = {May}, note = {doi: 10.1111/1467-9892.00186}, number = {3}, pages = {281--296}, url = {http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9892.00186}, volume = {21}, year = {2000}, biburl = {http://www.bibsonomy.org/bibtex/2b8361835b8136e758b625d5f349c5a56/smicha}, keywords = {imported } }