Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models

From MaRDI portal
Publication:94451

DOI10.1080/01621459.1992.10475232MaRDI QIDQ94451

Ludwig Fahrmeir

Publication date: June 1992

Published in: Journal of the American Statistical Association (Search for Journal in Brave)




Related Items (1)







This page was built for publication: Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models