A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024)

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scientific article; zbMATH DE number 1042438
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    A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
    scientific article; zbMATH DE number 1042438

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      A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (English)
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      15 December 1997
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      Kalman filter
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      posterior probability
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      state space model
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      Bayesian model selection procedure
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