Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models
type: Item
instance of: scholarly article
title: Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models
zbMATH Open document ID: 0900.62495
DOI: 10.1016/S0167-9473(96)00064-3
author: Ludwig Fahrmeir
author: Stefan Wagenpfeil
published in: Computational Statistics and Data Analysis
publication date: 1998-07-23T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 1178555
zbMATH Keywords: Discrete observations
zbMATH Keywords: Hyperparameter estimation
zbMATH Keywords: Non-Gaussian longitudinal data
zbMATH Keywords: Smoothing
zbMATH Keywords: State space models
zbMATH Keywords: Time-varying coefficients
describes a project that uses: Fahrmeir
MaRDI profile type: Publication
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full work available at URL: s0167-9473(96)00064-3
OpenAlex ID: W2008273586
description: scientific article; zbMATH DE number 1178555