A dynamic linear model with extended skew-normal for the initial distribution of the state parameter
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Publication:1623448
DOI10.1016/j.csda.2013.12.008zbMath1506.62031OpenAlexW2058181774MaRDI QIDQ1623448
Celso Rômulo Barbosa Cabral, Helio S. Migon, Cibele Queiroz da-Silva
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2013.12.008
Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)
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