Estimation des paramètres dans le modèle linéaire général dynamique

Simone Huyberechts

RAIRO - Operations Research - Recherche Opérationnelle (1979)

  • Volume: 13, Issue: 2, page 143-149
  • ISSN: 0399-0559

How to cite

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Huyberechts, Simone. "Estimation des paramètres dans le modèle linéaire général dynamique." RAIRO - Operations Research - Recherche Opérationnelle 13.2 (1979): 143-149. <http://eudml.org/doc/104724>.

@article{Huyberechts1979,
author = {Huyberechts, Simone},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {Stevens; Dynamic Linear Model; Maximum Likehood Estimators; General Linear Model; Extended Gauss-Markov Theorem; Nonbayesian Approach; Harrison; Minimum Variance Unbiased Recursive Linear Estimators; Kalman Filter},
language = {fre},
number = {2},
pages = {143-149},
publisher = {EDP-Sciences},
title = {Estimation des paramètres dans le modèle linéaire général dynamique},
url = {http://eudml.org/doc/104724},
volume = {13},
year = {1979},
}

TY - JOUR
AU - Huyberechts, Simone
TI - Estimation des paramètres dans le modèle linéaire général dynamique
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1979
PB - EDP-Sciences
VL - 13
IS - 2
SP - 143
EP - 149
LA - fre
KW - Stevens; Dynamic Linear Model; Maximum Likehood Estimators; General Linear Model; Extended Gauss-Markov Theorem; Nonbayesian Approach; Harrison; Minimum Variance Unbiased Recursive Linear Estimators; Kalman Filter
UR - http://eudml.org/doc/104724
ER -

References

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  1. 1. P. S. DWYER et M. S MACPHAIL, Symbolic Matrix Derivatives, Ann. Math. Stat., vol. 19, 1948, p. 517-534. Zbl0032.00103MR27254
  2. 2. F. A. GRAYBILL, An Introduction to Linear Statistical Models, vol. I, New York, McGraw-Hill Book Co, Inc., 1961. Zbl0121.35605MR126316
  3. 3. P. J. HARRISON et C. F. STEVENS, Bayesian Forecasting, J. Roy. Stat. Soc. B, vol. 38, 1976, p. 205-228. Zbl0349.62062MR655429

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