• 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
  • Pages
    -140
  • From page
    141
  • To page
    0
  • 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
  • Serial Year
    2003
  • Journal title
    Journal of Time Series Analysis
  • Record number

    73367

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=73367