Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models (Q1391802)

From MaRDI portal
Revision as of 03:13, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models
scientific article

    Statements

    Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models (English)
    0 references
    0 references
    0 references
    23 July 1998
    0 references
    Discrete observations
    0 references
    Hyperparameter estimation
    0 references
    Non-Gaussian longitudinal data
    0 references
    Smoothing
    0 references
    State space models
    0 references
    Time-varying coefficients
    0 references

    Identifiers