Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models (Q4031156): Difference between revisions
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Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models | |||
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Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models (English) | |||
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Latest revision as of 20:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models |
scientific article |
Statements
1 April 1993
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posterior mode estimation
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smoothing
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multivariate dynamic generalized linear models
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exponential family
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conditionally Gaussian models
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univariate models
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binary data
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nonstationary multicategorical time series
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generalization of the extended Kalman filter
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Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models (English)
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