Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models (Q3471572)

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Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models
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    Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models (English)
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    1989
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    multiple ARMA processes
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    matric-variate generalization of t distribution
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    matrix t-approximation
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    posterior distribution
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