Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models (Q4997703)
From MaRDI portal
scientific article; zbMATH DE number 7364938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models |
scientific article; zbMATH DE number 7364938 |
Statements
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models (English)
0 references
30 June 2021
0 references
diffuse initialization
0 references
EM algorithm
0 references
exact initial Kalman filter
0 references
likelihood
0 references
0 references
0 references
0 references
0 references
