Title of article :
An algorithm for estimating parameters of state-space models
Author/Authors :
Lilian Shiao-Yen Wu، نويسنده , , Jeffrey S. Pai، نويسنده , , J.R.M. Hosking، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 1996
Keywords :
EM algorithm , Kalman filter , time series , maximum likelihood
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters