The likelihood for a state space model (Q3769823)
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scientific article; zbMATH DE number 4028690
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| English | The likelihood for a state space model |
scientific article; zbMATH DE number 4028690 |
Statements
The likelihood for a state space model (English)
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1988
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time series
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likelihood
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state space model
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Kalman filter
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initial conditions
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0.9327421
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0.9081686
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0.89143765
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0.8899767
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0.8745748
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0.87092674
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