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