Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models (Q1391802): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:56, 31 January 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 |
Statements
Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models (English)
0 references
23 July 1998
0 references
Discrete observations
0 references
Hyperparameter estimation
0 references
Non-Gaussian longitudinal data
0 references
Smoothing
0 references
State space models
0 references
Time-varying coefficients
0 references
