Reference Priors for Matrix-Variate Dynamic Linear Models (Q3499079)
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scientific article; zbMATH DE number 5276655
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| English | Reference Priors for Matrix-Variate Dynamic Linear Models |
scientific article; zbMATH DE number 5276655 |
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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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0.8518385291099548
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0.8109966516494751
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0.8109453916549683
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0.7820432186126709
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0.7565094232559204
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