An algorithm for estimating parameters of state-space models (Q1916235): Difference between revisions

@@ Property / author @@
-Jonathan R. M. Hosking
@@ Property / author: Jonathan R. M. Hosking / rank @@
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@@ Property / author @@
+Jonathan R. M. Hosking
@@ Property / author: Jonathan R. M. Hosking / rank @@
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+DiVinE
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+https://doi.org/10.1016/0167-7152(95)00098-4
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+W2046411941
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@@ Property / cites work @@
+Smoothing and Interpolation with the State-Space Model
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@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
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@@ Property / cites work @@
+Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
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@@ Property / cites work @@
+Q4120006
@@ Property / cites work: Q4120006 / rank @@
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@@ Property / cites work @@
+Stochastic processes and filtering theory
@@ Property / cites work: Stochastic processes and filtering theory / rank @@
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+Q3994345
@@ Property / cites work: Q3994345 / rank @@
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@@ Property / cites work @@
+AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
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@@ Property / cites work @@
+Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter
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@@ links / mardi / name / links / mardi / name @@
+Publication:1916235