A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1042438
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models |
scientific article; zbMATH DE number 1042438 |
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
0.7918385863304138
0 references
0.7642717361450195
0 references
0.762872040271759
0 references
0.7586046457290649
0 references
0.757581353187561
0 references
