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"A numerically efficient implementation of the expectation maximization ..."

Wolfgang Mader et al. (2014)

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DOI: 10.1016/J.AMC.2014.05.021

access: closed

type: Journal Article

metadata version: 2020-02-21

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Wolfgang Mader, Yannick Linke, Malenka Mader, Linda Sommerlade, Jens Timmer, Björn Schelter:
A numerically efficient implementation of the expectation maximization algorithm for state space models. Appl. Math. Comput. 241: 222-232 (2014)

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