FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS (Q3203895): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:57, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS |
scientific article |
Statements
FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS (English)
0 references
1990
0 references
ARIMA model
0 references
likelihood
0 references
signal extraction
0 references
Kalman filter
0 references
state space models with partially diffuse initial conditions
0 references
marginal likelihood
0 references
filtering algorithm
0 references
smoothing algorithm
0 references
