FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS (Q3203895): 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/10.1111/j.1467-9892.1990.tb00058.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2085857803 / rank | |||
Normal rank | |||
Revision as of 18:53, 19 March 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
