Toward efficient online estimation of dynamic structural equation models: a case study

DOI10.1080/00949655.2025.2515955MaRDI QIDQ6864929zbMATH OpenFDO

Authors Vytautas Dulskis, Leonidas Sakalauskas

Publication date 3 February 2026

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2025.2515955

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Analytical inversion of symmetric tridiagonal matrices
• Bayesian system identification via Markov chain Monte Carlo techniques
• Characterizing zero-derivative points
• Elements of random walk and diffusion processes
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• scientific article; zbMATH DE number 2230055 (Why is no real title available?)
• Matrix mathematics. Theory, facts, and formulas
• New bounds for matrix multiplication: from alpha to omega
• Newton's method and its use in optimization
• Recursive estimation of multivariate hidden Markov model parameters
• Scalable estimation strategies based on stochastic approximations: classical results and new insights
• The interior-point revolution in optimization: History, recent developments, and lasting consequences
• The inverse of banded matrices
• Tutorial on maximum likelihood estimation
• Why the Monte Carlo method is so important today

This page was built for publication: Toward efficient online estimation of dynamic structural equation models: a case study

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6864929)