Efficient matrix approach for classical inference in state space models (Q2311132)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Efficient matrix approach for classical inference in state space models |
scientific article |
Statements
Efficient matrix approach for classical inference in state space models (English)
0 references
10 July 2019
0 references
state space models
0 references
likelihood
0 references
state smoothing
0 references
sparse matrices
0 references
0 references
0 references