Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models

DOI10.1080/01621459.1992.10475232MaRDI QIDQ94451FDO

Authors Ludwig Fahrmeir

Publication date June 1992

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Cited in

(1)

• dynamichazard

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