Continuous elliptical and exponential power linear dynamic models (Q1867132)

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Continuous elliptical and exponential power linear dynamic models
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    Continuous elliptical and exponential power linear dynamic models (English)
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    2 April 2003
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    continuous elliptical distribution
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    multidimensional exponential power distribution
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    global vector
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    vector of state
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    prior distribution
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    updated distribution
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