Exponential Family State Space Models Based on a Conjugate Latent Process (Q4238698)
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scientific article; zbMATH DE number 1271504
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| English | Exponential Family State Space Models Based on a Conjugate Latent Process |
scientific article; zbMATH DE number 1271504 |
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Exponential Family State Space Models Based on a Conjugate Latent Process (English)
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30 March 1999
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conjugate exponential distribution
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exponential dispersion model
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finite dimensional filter
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Gaussian local scale model
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recursive updating
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0.88361084
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0.8677609
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0.86276114
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