Pages that link to "Item:Q959310"
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The following pages link to Decomposition of time series models in state-space form (Q959310):
Displayed 11 items.
- Dynamic Bayesian beta models (Q901598) (← links)
- Multivariate discount weighted regression and local level models (Q959454) (← links)
- Editorial: 2nd special issue on statistical signal extraction and filtering (Q1020884) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- Dynamic Bayesian analysis of generalized odds ratios assuming multivariate skew-normal distribution for the error terms in the system equation (Q1731405) (← links)
- Parallel tempering for dynamic generalized linear models (Q2832630) (← links)
- BLIND SIGNAL SEPARATION OF MIXTURES OF CHAOTIC PROCESSES: A COMPARISON BETWEEN INDEPENDENT COMPONENT ANALYSIS AND STATE SPACE MODELING (Q2866070) (← links)
- Posterior mean and variance approximation for regression and time series problems (Q3396471) (← links)
- Bayesian Dynamic Dirichlet Models (Q5252867) (← links)
- A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111) (← links)
- Autoregressive and moving average models for zero‐inflated count time series (Q6089375) (← links)