Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models

Published:2020-12-29 Issue:3 Volume:42 Page:355-371
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Pizzinga Adrian¹^ORCID,Fernandes Marcelo²^ORCID

Affiliation:

1. Institute of Mathematics and Statistics UFF Rio de Janeiro Brazil

2. Sao Paulo School of Economics FGV Sao Paulo Brazil

Funder

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Fundação de Amparo à Pesquisa do Estado de São Paulo

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12571

Reference48 articles.

1. A geometrical derivation of the fixed interval smoothing algorithm

2. Estimation, Filtering, and Smoothing in State Space Models with Incompletely Specified Initial Conditions

3. FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS

4. A row‐wise stacking of the runoff triangle: state space alternatives for IBNR reserve prediction;Atherino R;Astin Bulletin,2010

5. Time Series: Theory and Methods

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Big data methods and news communication innovation from theoretical definition to operational route;Applied Mathematics and Nonlinear Sciences;2023-06-09

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP