A skew-normal dynamic linear model and Bayesian forecasting (Q2319480)
From MaRDI portal
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
