Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models
Fahrmeir, LudwigVolume:
87
Langue:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.1992.10475232
Date:
June, 1992
Fichier:
PDF, 828 KB
english, 1992