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 |
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