EM algorithm for analysing systems with time-varying parameters
From MaRDI portal
Publication:3777932
DOI10.1080/00207178808906023zbMath0636.93080OpenAlexW2041303448MaRDI QIDQ3777932
Publication date: 1988
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178808906023
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Analysis of variance and covariance (ANOVA) (62J10)
This page was built for publication: EM algorithm for analysing systems with time-varying parameters