ESTIMATION, FILTERING, AND SMOOTHING IN STATE-SPACE MODELS WITH INCOMPLETELY SPECIFIED INITIAL CONDITIONS
成果类型:
Article
署名作者:
ANSLEY, CF; KOHN, R
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/aos/1176349739
发表日期:
1985
页码:
1286-1316
关键词: