Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model (Q3925754): Difference between revisions

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+Robert H. Shumway
@@ Property / author: Robert H. Shumway / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610928108828137
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+W1991187469
@@ Property / OpenAlex ID: W1991187469 / rank @@
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@@ Property / cites work @@
+Q3255781
@@ Property / cites work: Q3255781 / rank @@
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@@ Property / cites work @@
+Asymptotically efficient estimation of covariance matrices with linear structure
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+The asymptotic properties of ML estimators when sampling from associated populations
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+A NOTE ON THE CONSISTENCY AND MAXIMA OF THE ROOTS OF LIKELIHOOD EQUATIONS
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+Linear system identification from nonstationary cross-sectional data
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+Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
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+Maximum-likelihood estimation for the mixed analysis of variance model
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+Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
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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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+Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation
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+A recursive approach to parameter estimation in regression and time series models
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+Q5511769
@@ Property / cites work: Q5511769 / rank @@
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