TY  - RPRT
AU  - Casals Carro, José
AU  - Sotoca López, Sonia
AU  - Jerez Méndez, Miguel
PY  - 2012
UR  - https://hdl.handle.net/20.500.14352/49063
AB  - Computing the gaussian likelihood for a nonstationary state-space model is a difficult problem which has been tackled by the literature using two main strategies: data transformation and diffuse likelihood. The data  transformation approach is...
LA  - eng
KW  - State-space models
KW  - Conditional likelihood
KW  - Diffuse likelihood
KW  - Diffuse initial conditions
KW  - Kalman filter
KW  - Nonstationarity.
TI  - Minimally Conditioned Likelihood for a Nonstationary State Space Model
TY  - technical report
VL  - 2012
ER  -