A skew-normal dynamic linear model and Bayesian forecasting (Q2319480): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00180-018-0848-1 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2901294460 / rank | |||
Normal rank | |||
Revision as of 18:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A skew-normal dynamic linear model and Bayesian forecasting |
scientific article |
Statements
A skew-normal dynamic linear model and Bayesian forecasting (English)
0 references
19 August 2019
0 references
Bayesian sequential inference
0 references
Kalman filter and smoothing
0 references
FFBS algorithm
0 references
mcmc
0 references
skew-normal
0 references
condition factor
0 references
