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
Link To Document