Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model (Q3925754): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1043709 |
Changed an Item |
||
| Property / author | |||
| Property / author: Robert H. Shumway / rank | |||
Normal rank | |||
Revision as of 23:05, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model |
scientific article |
Statements
Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model (English)
0 references
1981
0 references
linear models
0 references
time series
0 references
iterative maximum likelihood
0 references
mean
0 references
covariances
0 references
consistency
0 references
asymptotic normality
0 references
tests
0 references
