State space models on special manifolds

Journal of Multivariate Analysis

Volumn 97, Issue 6, 2006, Pages 1284-1294

  Chikuse, Yasuko ^a  

^a KAGAWA UNIVERSITY   (Japan)

Author keywords

Grassmann manifold; Iterative method; Matrix Langevin distributions; Posterior mode estimation; State space model; Stiefel manifold

Indexed keywords

EID: 33646502376     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2006.03.002     Document Type: Article

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