Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model (Q3925754): Difference between revisions
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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 |
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Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model (English)
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1981
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linear models
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time series
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iterative maximum likelihood
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mean
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covariances
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consistency
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asymptotic normality
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tests
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