Estimation in the multiprocess dynamic generlized linear model
DOI10.1080/03610928808829866zbMATH Open0696.62345OpenAlexW1968010510MaRDI QIDQ3474136FDOQ3474136
Publication date: 1988
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928808829866
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Kalman filterstate space modelsfault detectionBayesian forecastingdynamic discount Bayesian modelHarrison- Stevens forecastingmultiprocess models
Bayesian inference (62F15) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)
Cites Work
- Robust bayesian estimation for the linear model and robustifying the Kalman filter
- A survey of design methods for failure detection in dynamic systems
- Monitoring Renal Transplants: An Application of the Multiprocess Kalman Filter
- A Bayesian Approach to Short-term Forecasting
- Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis
- Title not available (Why is that?)
- Bayesian Aggregation
- Harrison-Stevens Forecasting and the Multiprocess Dynamic Linear Model
- An efficient algorithm for Harrison-Stevens forecasting using the multi-process multivariate dynamic linear model
Cited In (7)
- The multiprocess dynamic linear model with biased perturbations: A real time model for growth hormone level
- An efficient algorithm for Harrison-Stevens forecasting using the multi-process multivariate dynamic linear model
- Automatic selective intervention in dynamic linear models
- Harrison-Stevens Forecasting and the Multiprocess Dynamic Linear Model
- Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models
- On dynamic generalized linear models with applications
- Bayesian estimation procedure in multiprocess non-linear dynamic generalized model
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