Title of article
Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models
Author/Authors
Ludwig Fahrmeir، نويسنده , , Stefan Wagenpfeil، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
26
From page
295
To page
320
Keywords
Time-varying coefficients , State space models , Smoothing , Hyperparameter estimation: Non-Gaussian longitudinal data , Discrete observations
Journal title
Computational Statistics and Data Analysis
Serial Year
1997
Journal title
Computational Statistics and Data Analysis
Record number
153540
Link To Document