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
Keywords :
EM algorithm , Kalman filter , Recursive algorithm , time series
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
