FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS (Q3203895): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.1990.tb00058.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2085857803
@@ Property / OpenAlex ID: W2085857803 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3993534
@@ Property / cites work: Q3993534 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient generalized cross-validation for state space models
+Normal rank
@@ Property / cites work @@
+Q5185900
@@ Property / cites work: Q5185900 / rank @@
+Normal rank
@@ Property / cites work @@
+A cross-validation filter for time series models
@@ Property / cites work: A cross-validation filter for time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Fixed interval estimation in state space models when some of the data are missing or aggregated
+Normal rank
@@ Property / cites work @@
+Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
+Normal rank
@@ Property / cites work @@
+A New Algorithm for Spline Smoothing Based on Smoothing a Stochastic Process
+Normal rank
@@ Property / cites work @@
+Signal extraction for finite nonstationary time series
+Normal rank
@@ Property / cites work @@
+Square-root algorithms for least-squares estimation
+Normal rank
@@ Property / cites work @@
+Computational aspects of kalman filtering with a diffuse prior distribution<sup>*</sup>
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3203895