Monte Carlo Kalman filter and smoothing for multivariate discrete state space models (Q4527905): Difference between revisions

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+Time series: theory and methods
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+Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models
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+Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
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+Q3915869
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+State‐space models for multivariate longitudinal data of mixed types
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+A state space model for multivariate longitudinal count data
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+Non-Gaussian State-Space Modeling of Nonstationary Time Series
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+Filtering and Smoothing Via Estimating Functions
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+The Calculation of Posterior Distributions by Data Augmentation
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+Publication:4527905