A scalable quasi-Newton estimation algorithm for dynamic generalised linear models (Q5051332)
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scientific article; zbMATH DE number 7622183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A scalable quasi-Newton estimation algorithm for dynamic generalised linear models |
scientific article; zbMATH DE number 7622183 |
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A scalable quasi-Newton estimation algorithm for dynamic generalised linear models (English)
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23 November 2022
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dynamic generalised linear models
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penalised quasi-likelihood
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scalable statistical computing
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quasi-Newton method
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high dimension
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