Computing exact score vectors for linear Gaussian state space models (Q5082701)
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scientific article; zbMATH DE number 7545669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing exact score vectors for linear Gaussian state space models |
scientific article; zbMATH DE number 7545669 |
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Computing exact score vectors for linear Gaussian state space models (English)
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21 June 2022
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recursive formula
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state space model
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score vector
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score test
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initial condition
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