Dynamic linear models with switching

Journal of the American Statistical Association

Volumn 86, Issue 415, 1991, Pages 763-769

  Shumway, R H ^a   Stoffer, D S ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF PITTSBURGH   (United States)

Author keywords

Change points; Expectation maximization algorithm; Nonlinear models; State space; Target tracking

Indexed keywords

EID: 84950419507     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1991.10475107     Document Type: Article

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