In this example, the log likelihood function of the SSM is computed using prediction error decomposition. The annual real GNP series, y t, can be decomposed as where ...

This example calculates confidence intervals based on the profile likelihood for the parameters estimated in the previous example. The following introduction on profile-likelihood methods is based on ...

Mixed model analyses via restricted maximum likelihood, fitting the so-called animal model, have become standard methodology for the estimation of genetic variances. Models involving multiple genetic ...