Likelihood functions for state space models with diffuse initial conditions (Q3103195): Difference between revisions
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Revision as of 23:01, 19 March 2024
scientific article
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English | Likelihood functions for state space models with diffuse initial conditions |
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Likelihood functions for state space models with diffuse initial conditions (English)
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26 November 2011
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diffuse likelihood
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Kalman filter
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marginal likelihood
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multivariate time-series models
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profile likelihood
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