Reference Priors for Matrix-Variate Dynamic Linear Models (Q3499079)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5276655
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Reference Priors for Matrix-Variate Dynamic Linear Models |
scientific article; zbMATH DE number 5276655 |
Statements
Reference Priors for Matrix-Variate Dynamic Linear Models (English)
0 references
19 May 2008
0 references
Kalman filtering
0 references
prior distribution
0 references
prior specification
0 references
state-space models
0 references
time series
0 references
0.8518385291099548
0 references
0.8109966516494751
0 references
0.8109453916549683
0 references
0.7820432186126709
0 references
0.7565094232559204
0 references
