Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models (Q4031156)
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scientific article; zbMATH DE number 148601
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| English | Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models |
scientific article; zbMATH DE number 148601 |
Statements
1 April 1993
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posterior mode estimation
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smoothing
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multivariate dynamic generalized linear models
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exponential family
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conditionally Gaussian models
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univariate models
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binary data
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nonstationary multicategorical time series
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generalization of the extended Kalman filter
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Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models (English)
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0.8309932947158813
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0.8083980083465576
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0.8033412098884583
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0.7892001271247864
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0.7887949347496033
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