Best Linear Recursive Estimation for Mixed Linear Models
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Publication:3936066
DOI10.2307/2287581zbMath0478.62074OpenAlexW4253506988MaRDI QIDQ3936066
David A. Harville, William M. Sallas
Publication date: 1981
Full work available at URL: https://doi.org/10.2307/2287581
smoothingKalman filterrecursive least squaresgeneralized autoregressive processtwo-part random modelVague priors
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)
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