A dynamic linear model with extended skew-normal for the initial distribution of the state parameter (Q1623448)
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scientific article; zbMATH DE number 6983928
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| English | A dynamic linear model with extended skew-normal for the initial distribution of the state parameter |
scientific article; zbMATH DE number 6983928 |
Statements
A dynamic linear model with extended skew-normal for the initial distribution of the state parameter (English)
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23 November 2018
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dynamic models
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skew-normal distribution
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Bayesian analysis
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Kalman filter
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Gibbs sampler
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0.8387108445167542
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0.7836000323295593
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0.7737521529197693
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0.7721699476242065
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0.7639884948730469
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