Reml and best linear unbiased prediction in state space models (Q4843684)
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scientific article; zbMATH DE number 787011
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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