A flexible two-piece normal dynamic linear model (Q6148405): Difference between revisions

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+A two-piece normal measurement error model
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+Normal rank
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+A skew-normal dynamic linear model and Bayesian forecasting
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+Statistical inference for a general class of asymmetric distributions
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+Statistical Applications of the Multivariate Skew Normal Distribution
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+A dynamic linear model with extended skew-normal for the initial distribution of the state parameter
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+On Gibbs sampling for state space models
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+A closed-form filter for binary time series
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+DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
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+Q5461649
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+Mixtures of skewed Kalman filters
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+A skewed Kalman filter
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+Dynamic Linear Models with R
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+Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors
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+Q4954014
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+Bayesian forecasting and dynamic models.
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