Analysis of Multi-Unit Variance Components Models with State Space Profiles
| Year of publication: |
1998
|
|---|---|
| Authors: | Tsimikas, John ; Ledolter, Johannes |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 50.1998, 1, p. 147-164
|
| Publisher: |
Springer |
| Subject: | Continuous-time stochastic models | EM algorithm | Kalman Filter | mixed model prediction | restricted maximum likelihood | smoothing splines | unequally spaced observations | variance components |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395594