• 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
    Discrete observations , Hyperparameter estimation , Time-varying coefficients , Non-Gaussian longitudinal data , State space models , Smoothing
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    1997
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    307297