Estimation des paramètres dans le modèle linéaire général dynamique
RAIRO - Operations Research - Recherche Opérationnelle (1979)
- Volume: 13, Issue: 2, page 143-149
- ISSN: 0399-0559
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top- 1. P. S. DWYER et M. S MACPHAIL, Symbolic Matrix Derivatives, Ann. Math. Stat., vol. 19, 1948, p. 517-534. Zbl0032.00103MR27254
- 2. F. A. GRAYBILL, An Introduction to Linear Statistical Models, vol. I, New York, McGraw-Hill Book Co, Inc., 1961. Zbl0121.35605MR126316
- 3. P. J. HARRISON et C. F. STEVENS, Bayesian Forecasting, J. Roy. Stat. Soc. B, vol. 38, 1976, p. 205-228. Zbl0349.62062MR655429