Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models (Q1391802): Difference between revisions

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Latest revision as of 09:21, 30 July 2024

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Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models
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    Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models (English)
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    23 July 1998
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    Discrete observations
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    Hyperparameter estimation
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    Non-Gaussian longitudinal data
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    Smoothing
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    State space models
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    Time-varying coefficients
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