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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| 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)
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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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0.7918385863304138
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0.7642717361450195
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0.762872040271759
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0.7586046457290649
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0.757581353187561
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