Title of article
On computing the expected Fisher information matrix for state-space model parameters
Author/Authors
Joseph E. Cavanaugh، نويسنده , , Robert H. Shumway، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 1996
Pages
9
From page
347
To page
355
Keywords
EM algorithm , Kalman filter , Recursive algorithm , time series
Journal title
Statistics and Probability Letters
Serial Year
1996
Journal title
Statistics and Probability Letters
Record number
138315
Link To Document