Batch Solution for Linear Gaussian State-Space Model

Junichiro Hagiwara ()
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Junichiro Hagiwara: Hokkaido University, Graduate School / Faculty of Information Science and Technology

Chapter Chapter 7 in Time Series Analysis for the State-Space Model with R/Stan, 2021, pp 89-95 from Springer

Abstract: Abstract This chapter describes the batch estimation method for the case wherein a particular number of observations already exist in the linear Gaussian state-space model.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-16-0711-0_7

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DOI: 10.1007/978-981-16-0711-0_7

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