On Kaiman Filtering, Posterior Mode Estimation and Fisher Scoring in Dynamic Exponential Family Regression.
Metrika (1991)
- Volume: 38, Issue: 1, page 37-60
- ISSN: 0026-1335; 1435-926X/e
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topKaufmann, H., and Fahrmeir, L.. "On Kaiman Filtering, Posterior Mode Estimation and Fisher Scoring in Dynamic Exponential Family Regression.." Metrika 38.1 (1991): 37-60. <http://eudml.org/doc/176327>.
@article{Kaufmann1991,
author = {Kaufmann, H., Fahrmeir, L.},
journal = {Metrika},
keywords = {categorical responses; Gauss-Newton algorithm; factorization of information matrices; Dynamic exponential family regression; time dependent parameters; counted responses; extended Kalman filtering; smoothing; posterior mode estimation; Fisher scoring iterations; block- bidiagonal matrices; forward-backward recursive form; Approximate error covariance matrices},
number = {1},
pages = {37-60},
title = {On Kaiman Filtering, Posterior Mode Estimation and Fisher Scoring in Dynamic Exponential Family Regression.},
url = {http://eudml.org/doc/176327},
volume = {38},
year = {1991},
}
TY - JOUR
AU - Kaufmann, H.
AU - Fahrmeir, L.
TI - On Kaiman Filtering, Posterior Mode Estimation and Fisher Scoring in Dynamic Exponential Family Regression.
JO - Metrika
PY - 1991
VL - 38
IS - 1
SP - 37
EP - 60
KW - categorical responses; Gauss-Newton algorithm; factorization of information matrices; Dynamic exponential family regression; time dependent parameters; counted responses; extended Kalman filtering; smoothing; posterior mode estimation; Fisher scoring iterations; block- bidiagonal matrices; forward-backward recursive form; Approximate error covariance matrices
UR - http://eudml.org/doc/176327
ER -
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