33 citations · 33 across the 2 of their papers we have counts for
Showing stat.MEShow all
2 papers · 1 filter
stat.ME2014
Computation of Standardized Residuals for MARSS Models
Elizabeth Eli Holmes
This report shows how to compute the variance of the joint conditional model and state residuals for multivariate autoregressive Gaussian state-space (MARSS) models. The MARSS mode…
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-…