A skew-normal dynamic linear model and Bayesian forecasting (Q2319480)

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A skew-normal dynamic linear model and Bayesian forecasting
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    A skew-normal dynamic linear model and Bayesian forecasting (English)
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    19 August 2019
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    Bayesian sequential inference
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    Kalman filter and smoothing
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    FFBS algorithm
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    mcmc
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    skew-normal
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    condition factor
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