مرکز منطقه ای اطلاع رساني علوم و فناوري - Penalized likelihood estimation and iterative Kalman smoothing for non- Gaussian dynamic regression models

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 :

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 :