Likelihood functions for state space models with diffuse initial conditions (Q3103195): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood functions for state space models with diffuse initial conditions |
scientific article |
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Likelihood functions for state space models with diffuse initial conditions (English)
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26 November 2011
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diffuse likelihood
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Kalman filter
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marginal likelihood
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multivariate time-series models
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profile likelihood
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