Distributional Kalman filters for Bayesian forecasting and closed form recurrences (Q3018543)
From MaRDI portal
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
