Integration-based Kalman-filtering for a dynamic generalized linear trend model (Q1330516)
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scientific article; zbMATH DE number 609632
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| English | Integration-based Kalman-filtering for a dynamic generalized linear trend model |
scientific article; zbMATH DE number 609632 |
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Integration-based Kalman-filtering for a dynamic generalized linear trend model (English)
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8 November 1999
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approximate Bayesian inference
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Bayesian computation
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dynamic generalized linear models
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Gauss-Hermite integration
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Kalman-filtering for non-Gaussian data
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non-Gaussian state space models
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trend modelling
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