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Volumn 8, Issue 1, 1998, Pages 151-164

The analysis of process variation transmission with multivariate measurements

Author keywords

E M algorithm; Kalman filter; Measurement error; Missing data

Indexed keywords


EID: 0032382671     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (48)

References (14)
  • 2
    • 0002629270 scopus 로고
    • Maximum likelihood from incomplete data via the EM algorithm
    • Dempster, A. P., Laird, N. M. and Rubin, D. B. (1977). Maximum likelihood from incomplete data via the EM algorithm (with discussion). Roy. Statist. Soc. Ser. B 39, 1-38.
    • (1977) Roy. Statist. Soc. Ser. B , vol.39 , pp. 1-38
    • Dempster, A.P.1    Laird, N.M.2    Rubin, D.B.3
  • 6
    • 0005757159 scopus 로고
    • Missing observations in dynamic econometric models: A partial synthesis
    • Editor by E. Parzen, Springer-Verlag, New York
    • Harvey, A. C. and McKenzie, C. R. (1984). Missing observations in dynamic econometric models: a partial synthesis. In Time Series Analysis of Irregularly Observed Data (Editor by E. Parzen), 108-133. Springer-Verlag, New York.
    • (1984) Time Series Analysis of Irregularly Observed Data , pp. 108-133
    • Harvey, A.C.1    McKenzie, C.R.2
  • 7
    • 0008694769 scopus 로고
    • Exact score for time series models in state space form
    • Koopman, S. J. and Shepherd, N. (1992). Exact score for time series models in state space form. Biometrika 79, 823-826.
    • (1992) Biometrika , vol.79 , pp. 823-826
    • Koopman, S.J.1    Shepherd, N.2
  • 11
    • 0000238336 scopus 로고
    • A simplex method for function minimization
    • Nelder, J. A. and Mead, R. (1965). A simplex method for function minimization. Computer Journal 7, 308-313.
    • (1965) Computer Journal , vol.7 , pp. 308-313
    • Nelder, J.A.1    Mead, R.2
  • 13
    • 0017133178 scopus 로고
    • Inference and missing data
    • Rubin, D. B. (1976). Inference and missing data. Biometrika 63, 581-592.
    • (1976) Biometrika , vol.63 , pp. 581-592
    • Rubin, D.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.