On Kaiman Filtering, Posterior Mode Estimation and Fisher Scoring in Dynamic Exponential Family Regression.
Kaufmann, H. ; Fahrmeir, L.
Metrika, Tome 38 (1991), p. 37-60 / Harvested from Göttinger Digitalisierungszentrum
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Publié le : 1991-01-01
EUDML-ID : urn:eudml:doc:176327 
@article{GDZPPN00246425X,
     title = {On Kaiman Filtering, Posterior Mode Estimation and Fisher Scoring in Dynamic Exponential Family Regression.},
     journal = {Metrika},
     volume = {38},
     year = {1991},
     pages = {37-60},
     zbl = {0713.62092},
     url = {http://dml.mathdoc.fr/item/GDZPPN00246425X}
}

Kaufmann, H.; Fahrmeir, L. On Kaiman Filtering, Posterior Mode Estimation and Fisher Scoring in Dynamic Exponential Family Regression.. Metrika, Tome 38 (1991) pp. 37-60. http://gdmltest.u-ga.fr/item/GDZPPN00246425X/