Minimally conditioned likelihood for a nonstationary state space model (Q2229843): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2004601069 / rank | |||
Normal rank | |||
Revision as of 22:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimally conditioned likelihood for a nonstationary state space model |
scientific article |
Statements
Minimally conditioned likelihood for a nonstationary state space model (English)
0 references
18 February 2021
0 references
state-space
0 references
maximum likelihood
0 references
diffuse likelihood
0 references
diffuse initialization
0 references
Kalman filter
0 references
nonstationarity
0 references
