Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models (Q1391802): Difference between revisions
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Revision as of 12:18, 26 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models |
scientific article |
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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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