Analysis of Multi-Unit Variance Components Models with State Space Profiles

John Tsimikas and Johannes Ledolter

Annals of the Institute of Statistical Mathematics, 1998, vol. 50, issue 1, 147-164

Keywords: Continuous-time stochastic models; EM algorithm; Kalman Filter; mixed model prediction; restricted maximum likelihood; smoothing splines; unequally spaced observations; variance components (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1003405615641

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