Regime Switching State-Space Models Applied to Psychological Processes: Handling Missing Data and Making Inferences

Psychometrika

Volumn 77, Issue 2, 2012, Pages 400-422

  Hamaker, E L ^a   Grasman, R P P P ^b  

^a UTRECHT UNIVERSITY   (Netherlands)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Kalman filter; missing data; regime switching; state space model

Indexed keywords

EID: 84858442557     PISSN: 00333123     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11336-012-9254-8     Document Type: Article

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