The Annals of Statistics, Vol. 21, No. 3 (Sep., 1993), pp. 1567-1590 (24 pages) We study in detail asymptotic properties of maximum likelihood estimators of parameters when observations are taken from ...
As a follow-on course to "Linear Kalman Filter Deep Dive", this course derives the steps of the extended Kalman filter and the sigma-point Kalman filter for estimating the state of nonlinear dynamic ...
Assessing the Effect of Model Misspecifications on Parameter Estimates in Structural Equation Models
This is a preview. Log in through your library . Abstract Model misspecifications may have a systematic effect on parameters, causing biases in their estimates. In the application of structural ...
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