Bayesian forecasting with changing linear models (Q3666054)

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scientific article; zbMATH DE number 3818871
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    Bayesian forecasting with changing linear models
    scientific article; zbMATH DE number 3818871

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      Bayesian forecasting with changing linear models (English)
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      1983
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      change point parameter
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      transition function
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      general linear model
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      predictive distribution
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      multivariate normal prior
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      gamma prior
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      uniform prior
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      mixture of multivariate t distributions
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