J.R.M. Hosking, Ramesh Natarajan, et al.
Appl Stochastic Models Bus Indus
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).
J.R.M. Hosking, Ramesh Natarajan, et al.
Appl Stochastic Models Bus Indus
J.R.M. Hosking, James R. Wallis, et al.
Hydrological Sciences Journal
J.R.M. Hosking, J.R. Wallis, et al.
Report - UK Institute of Hydrology
L.S.Y. Wu, N. Ravishanker, et al.
Journal of Forecasting