Lilian Shiao-Yen Wu, J.R.M. Hosking, et al.
International Journal of Forecasting
We describe an algorithm for estimating the parameters of time-series models expressed in state-space form. The algorithm is based on the EM algorithm, and generalizes an algorithm given by Shumway and Stoffer (1982).
Lilian Shiao-Yen Wu, J.R.M. Hosking, et al.
International Journal of Forecasting
Lilian Shiao-Yen Wu
Journal of Theoretical Biology
J.R.M. Hosking, J.R. Wallis, et al.
Technometrics
J.R.M. Hosking
Journal of Irrigation and Drainage Engineering