A flexible two-piece normal dynamic linear model (Q6148405)

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scientific article; zbMATH DE number 7800951
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A flexible two-piece normal dynamic linear model
scientific article; zbMATH DE number 7800951

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    A flexible two-piece normal dynamic linear model (English)
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    7 February 2024
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    two-piece normal distribution
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    skew-normal distribution
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    Bayesian inference
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    Kalman filter
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    FFBS Algorithm
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