most citedDerivation of an EM algorithm for constrained and unconstrained multivariate autoregressive state-space (MARSS) models

33 citations · 33 across the 1 of their papers we have counts for

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stat.ME2013★ 33 cited

Derivation of an EM algorithm for constrained and unconstrained multivariate autoregressive state-space (MARSS) models

Elizabeth E. Holmes

This report presents an Expectation-Maximization (EM) algorithm for estimation of the maximum-likelihood parameter values of constrained multivariate autoregressive Gaussian state-…