Likelihood functions for state space models with diffuse initial conditions (Q3103195)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood functions for state space models with diffuse initial conditions |
scientific article |
Statements
Likelihood functions for state space models with diffuse initial conditions (English)
0 references
26 November 2011
0 references
diffuse likelihood
0 references
Kalman filter
0 references
marginal likelihood
0 references
multivariate time-series models
0 references
profile likelihood
0 references
