This example estimates the normal SSM of the mink-muskrat data using the EM algorithm. The mink-muskrat series are detrended. Refer to Harvey (1989) for details of this data set. Since this EM ...
Recent results on discretization effects in unfolding intensity function of an indirectly observed nonhomogeneous Poisson process show that a critical feasibility condition for the strong L² ...
We consider the problem of adapting weighted least squares estimation so that estimates can be found with censored or grouped data. The EM algorithm is implemented for the linear model where the ...