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

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+https://doi.org/10.1016/0167-7152(95)00098-4
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+W2046411941
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+Smoothing and Interpolation with the State-Space Model
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+Q4139463
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+Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
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+Q4120006
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+Stochastic processes and filtering theory
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+Q3994345
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+AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
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+Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter
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