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On Kaiman Filtering, Posterior Mode Estimation and Fisher Scoring in Dynamic Exponential Family Regression.
Metrika, Tome 38 (1991) no. 2, pp. 37-60 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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Mots-clés : categorical responses, Gauss-Newton algorithm, factorization of information matrices, Dynamic exponential family regression, time dependent parameters, counted responses, extended Kalman filtering, smoothing, posterior mode estimation, Fisher scoring iterations, block- bidiagonal matrices, forward-backward recursive form, Approximate error covariance matrices 
@article{MET_1991__38_2_176327,
     author = {H. Kaufmann and L. Fahrmeir},
     title = {On {Kaiman} {Filtering,} {Posterior} {Mode} {Estimation} and {Fisher} {Scoring} in {Dynamic} {Exponential} {Family} {Regression.}},
     journal = {Metrika},
     pages = {37--60},
     year = {1991},
     volume = {38},
     number = {2},
     zbl = {0713.62092},
     url = {http://geodesic.mathdoc.fr/item/MET_1991__38_2_176327/}
}
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H. Kaufmann; L. Fahrmeir. On Kaiman Filtering, Posterior Mode Estimation and Fisher Scoring in Dynamic Exponential Family Regression.. Metrika, Tome 38 (1991) no. 2, pp. 37-60. http://geodesic.mathdoc.fr/item/MET_1991__38_2_176327/