Reml and best linear unbiased prediction in state space models (Q4843684)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Reml and best linear unbiased prediction in state space models |
scientific article; zbMATH DE number 787011
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Reml and best linear unbiased prediction in state space models |
scientific article; zbMATH DE number 787011 |
Statements
Reml and best linear unbiased prediction in state space models (English)
0 references
17 August 1995
0 references
best linear unbiased prediction
0 references
diffuse Kalman filter
0 references
forecasting
0 references
hierarchical models
0 references
restricted maximum likelihood
0 references
smoothing
0 references
state space model
0 references
0 references
0 references
0.8152235150337219
0 references
0.811877429485321
0 references
0.7912451028823853
0 references
0.7866302132606506
0 references