Distributional Kalman filters for Bayesian forecasting and closed form recurrences (Q3018543): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: James Q. Smith / rank | |||
Property / author | |||
Property / author: Guy Freeman / rank | |||
Revision as of 19:02, 19 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Distributional Kalman filters for Bayesian forecasting and closed form recurrences |
scientific article |
Statements
Distributional Kalman filters for Bayesian forecasting and closed form recurrences (English)
0 references
27 July 2011
0 references
Kalman filter
0 references
Bayesian forecasting
0 references
conjugate analysis
0 references
causal analysis
0 references
dynamic linear models
0 references