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Analysis of Multi-Unit Variance Components Models with State Space Profiles

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  • John Tsimikas
  • Johannes Ledolter

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  • John Tsimikas & Johannes Ledolter, 1998. "Analysis of Multi-Unit Variance Components Models with State Space Profiles," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(1), pages 147-164, March.
    • Handle: RePEc:spr:aistmt:v:50:y:1998:i:1:p:147-164
    DOI: 10.1023/A:1003405615641
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    References listed on IDEAS

    as
    1. Craig F. Ansley & Robert Kohn, 1990. "Filtering And Smoothing In State Space Models With Partially Diffuse Initial Conditions," Journal of Time Series Analysis, Wiley Blackwell, vol. 11(4), pages 275-293, July.
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