On-line estimation of dynamic shock-error models based on the Kullback Leibler information measure (Q4307451)
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scientific article; zbMATH DE number 645743
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| English | On-line estimation of dynamic shock-error models based on the Kullback Leibler information measure |
scientific article; zbMATH DE number 645743 |
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On-line estimation of dynamic shock-error models based on the Kullback Leibler information measure (English)
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28 September 1994
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dynamic shock-error models
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state-space representation
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Kalman filtering
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on-line algorithms
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expectation-maximization algorithm
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Gauss-Newton scheme
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Kullback Leibler information measure
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gradient-based scheme
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log likelihood
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0.7911341190338135
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0.7392343282699585
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0.7351647019386292
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