Inference of dynamic generalized linear models: on-line computation and appraisal (Q6573847)
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scientific article; zbMATH DE number 7882323
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| English | Inference of dynamic generalized linear models: on-line computation and appraisal |
scientific article; zbMATH DE number 7882323 |
Statements
Inference of dynamic generalized linear models: on-line computation and appraisal (English)
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17 July 2024
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dynamic generalized linear model
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Bayesian forecasting
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sequential Monte Carlo
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particle filters
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non-Gaussian time series
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state space
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Kalman filter
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