Computing exact score vectors for linear Gaussian state space models (Q5082701)
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scientific article; zbMATH DE number 7545669
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| default for all languages | No label defined |
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| 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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0.8325565457344055
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0.7217590808868408
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0.7217590808868408
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0.7181476354598999
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