Fast likelihood evaluation and prediction for nonstationary state space models (Q4299488): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1093/biomet/81.1.133 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2066713341 / rank | |||
Normal rank |
Latest revision as of 00:00, 20 March 2024
scientific article; zbMATH DE number 600081
Language | Label | Description | Also known as |
---|---|---|---|
English | Fast likelihood evaluation and prediction for nonstationary state space models |
scientific article; zbMATH DE number 600081 |
Statements
Fast likelihood evaluation and prediction for nonstationary state space models (English)
0 references
4 July 1994
0 references
diffuse
0 references
likelihood
0 references
nonstationarity
0 references
prediction
0 references
recursive procedure
0 references
nonstationary state space models
0 references
Kalman filter
0 references
initialization
0 references
ARIMA \((p,d,q)\)
0 references
basic structural models
0 references