A scalable quasi-Newton estimation algorithm for dynamic generalised linear models
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Publication:5051332
DOI10.1080/10485252.2022.2085263OpenAlexW4281841142MaRDI QIDQ5051332
Guoqi Qian, Li Xing Zhu, Guangbao Guo
Publication date: 23 November 2022
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2022.2085263
quasi-Newton methodhigh dimensionpenalised quasi-likelihooddynamic generalised linear modelsscalable statistical computing
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