Reference Priors for Matrix-Variate Dynamic Linear Models (Q3499079)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reference Priors for Matrix-Variate Dynamic Linear Models |
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Reference Priors for Matrix-Variate Dynamic Linear Models (English)
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19 May 2008
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Kalman filtering
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prior distribution
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prior specification
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state-space models
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time series
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