Distributional Kalman filters for Bayesian forecasting and closed form recurrences (Q3018543)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributional Kalman filters for Bayesian forecasting and closed form recurrences |
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Distributional Kalman filters for Bayesian forecasting and closed form recurrences (English)
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27 July 2011
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Kalman filter
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Bayesian forecasting
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conjugate analysis
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causal analysis
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dynamic linear models
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