A skew-normal dynamic linear model and Bayesian forecasting (Q2319480)
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scientific article; zbMATH DE number 7095926
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A skew-normal dynamic linear model and Bayesian forecasting |
scientific article; zbMATH DE number 7095926 |
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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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0.8387108445167542
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0.7647147178649902
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0.7399744391441345
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