Pages that link to "Item:Q750064"

The following pages link to On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression (Q750064):

Displaying 12 items.

• A general science-based framework for dynamical spatio-temporal models (Q619127) (← links)
• Integration-based Kalman-filtering for a dynamic generalized linear trend model (Q1330516) (← links)
• Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models (Q1391802) (← links)
• Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing (Q1424631) (← links)
• Moving average stochastic volatility models with application to inflation forecast (Q2442456) (← links)
• Bayesian-type count data models with varying coefficients: estimation and testing in the presence of overdispersion (Q2739983) (← links)
• Second-order Bayesian revision of a generalised linear model (Q3077720) (← links)
• Posterior mean and variance approximation for regression and time series problems (Q3396471) (← links)
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• (Q5134555) (← links)
• (Q5134873) (← links)
• State‐space models for multivariate longitudinal data of mixed types (Q5691195) (← links)