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
Keywords :
Time-varying coefficients , State space models , Smoothing , Hyperparameter estimation: Non-Gaussian longitudinal data , Discrete observations
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
