The marginal likelihood for parameters in a discrete Gauss-Markov process (Q2734309)
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scientific article; zbMATH DE number 1633942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The marginal likelihood for parameters in a discrete Gauss-Markov process |
scientific article; zbMATH DE number 1633942 |
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The marginal likelihood for parameters in a discrete Gauss-Markov process (English)
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14 August 2001
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adaptive Kalman-Bucy filtering
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discrete Gauss-Markov process
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Laplace's method
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marginal likelihood
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