Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs (Q1127411)
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scientific article; zbMATH DE number 1189696
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| English | Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs |
scientific article; zbMATH DE number 1189696 |
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Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs (English)
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13 August 1998
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initial conditions
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stationarity
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Kalman filter
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state space models
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0.875026524066925
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0.7853221893310547
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0.7827969789505005
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0.7791652083396912
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