Reml and best linear unbiased prediction in state space models (Q4843684)

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scientific article; zbMATH DE number 787011
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    Reml and best linear unbiased prediction in state space models
    scientific article; zbMATH DE number 787011

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      Reml and best linear unbiased prediction in state space models (English)
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      17 August 1995
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      best linear unbiased prediction
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      diffuse Kalman filter
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      forecasting
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      hierarchical models
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      restricted maximum likelihood
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      smoothing
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      state space model
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