A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models |
scientific article |
Statements
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (English)
0 references
15 December 1997
0 references
Kalman filter
0 references
posterior probability
0 references
state space model
0 references
Bayesian model selection procedure
0 references
0 references
0 references
