Title of article :
Smoothing with an Unknown Initial Condition
Author/Authors :
Jong، Piet De نويسنده , , Chu-Chun-Lin، Singfat نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2003
Abstract :
The smoothing filter is appropriately modified for state space models with an unknown initial condition. Modifications are confined to an initial stretch of the data. An application illustrates procedures.
Keywords :
STBL , STARMA , multiple bilinear time series , Spatial statistics , maximum likelihood estimation , Space time bilinear model
Journal title :
Journal of Time Series Analysis
Journal title :
Journal of Time Series Analysis
