Analysis of multi-unit variance components models with state space profiles
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Publication:1388167
DOI10.1023/A:1003405615641zbMath0898.62117MaRDI QIDQ1388167
John V. Tsimikas, Johannes Ledolter
Publication date: 8 November 1998
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
EM algorithmsmoothing splinesKalman filterstate space modelvariance components modelrestricted maximum likelihood estimationcontinuous-time stochastic modelsmixed model predictionrestricted loglikelihoodtime serieunequally spaced observations
Inference from stochastic processes and prediction (62M20) Numerical smoothing, curve fitting (65D10) Analysis of variance and covariance (ANOVA) (62J10)
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