Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach (Q3439735): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q2760417 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Bayesian forecasting and dynamic models. / rank | |||
Normal rank | |||
Latest revision as of 20:13, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach |
scientific article |
Statements
Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach (English)
0 references
29 May 2007
0 references
Bayes factor
0 references
monitoring and intervention
0 references
model comparison
0 references
model selection
0 references
linear state-space model
0 references
Kalman filter
0 references
