The DOI matches its Crossref record; 56 of the 56 references it cites were found in a registry or an index.
Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants
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Handbook of Mathematical Functions
McQuarrie, D. A. (1966) · American Journal of Physics · doi:10.1119/1.1972842 · Cited by 40,433
A New Approach to Linear Filtering and Prediction Problems
Kalman, R. E. (1960) · Journal of Basic Engineering · doi:10.1115/1.3662552 · Cited by 31,751
Horn, R. A., & Johnson, C. R. (1985) · Cited by 22,203
Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables
Owen, D. B., Abramowitz, M., & Stegun, I. A. (1965) · Technometrics · doi:10.2307/1266136 · Cited by 16,138
Horn, R. A., & Johnson, C. R. (1991) · Cambridge University Press eBooks · doi:10.1017/cbo9780511840371 · Cited by 9,319
An Introduction to Multivariate Statistical Analysis
Muirhead, R. J., & Anderson, T. W. (1986) · Journal of Business & Economic Statistics · doi:10.2307/1391399 · Cited by 9,082
Cressie, N. (1992) · Terra Nova · doi:10.1111/j.1365-3121.1992.tb00605.x · Cited by 8,823
Markov Chain Monte Carlo in Practice
(1995) · Chapman & Hall/CRC eBooks · doi:10.1201/b14835 · Cited by 7,757
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Cited by
Regularized estimation of large covariance matrices
Bickel, P. J., & Levina, E. (2008) · The Annals of Statistics · doi:10.1214/009053607000000758 · Cited by 934
Covariance regularization by thresholding
Bickel, P. J., & Levina, E. (2008) · The Annals of Statistics · doi:10.1214/08-aos600 · Cited by 893
High-dimensional covariance estimation by minimizing ℓ1-penalized log-determinant divergence
Ravikumar, P., Wainwright, M. J., Raskutti, G., & Yu, B. (2011) · Electronic Journal of Statistics · doi:10.1214/11-ejs631 · Cited by 744
Obstacles to High-Dimensional Particle Filtering
Snyder, C., Bengtsson, T., Bickel, P., & Anderson, J. (2008) · Monthly Weather Review · doi:10.1175/2008mwr2529.1 · Cited by 696
Self-citationSparse permutation invariant covariance estimation
Rothman, A. J., Bickel, P. J., Levina, E., & Zhu, J. (2008) · Electronic Journal of Statistics · doi:10.1214/08-ejs176 · Cited by 560
Metadata
- Authors
- Furrer, R., & Bengtsson, T.
- Venue
- Journal of Multivariate Analysis
- Publisher
- Elsevier BV
- Published
- 2007-02
- Volume
- 98
- Issue
- 2
- Pages
- 227-255
- ISSN
- 0047-259X (ISSN-L)
- OpenAlex
- W2084913894
- Cited by
- 414
- References
- 56
- FWCI
- 11.98
- Type
- journal article
- Language
- en
- Open access
- bronze
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- Furrer, R., & Bengtsson, T. (2007). Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants. Journal of Multivariate Analysis. https://doi.org/10.1016/j.jmva.2006.08.003
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
