Bayesian generalized profiling estimation in hierarchical linear dynamic systems
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- J. O. Ramsay & G. Hooker & D. Campbell & J. Cao, 2007. "Parameter estimation for differential equations: a generalized smoothing approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 741-796, November.
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- David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
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- Jaeger, Jonathan & Lambert, Philippe, 2012. "Bayesian penalized smoothing approaches in models specified using affine differential equations with unknown error distributions," LIDAM Discussion Papers ISBA 2012017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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