Reference Priors for Matrix-Variate Dynamic Linear Models
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Publication:3499079
DOI10.1080/03610920701693868zbMATH Open1135.62021OpenAlexW2113810138MaRDI QIDQ3499079FDOQ3499079
Authors: Kostas Triantafyllopoulos 
Publication date: 19 May 2008
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920701693868
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Cites Work
- Time series analysis by state space methods
- Title not available (Why is that?)
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- Bayesian forecasting and dynamic models.
- Statistical decision theory and Bayesian analysis. 2nd ed
- Title not available (Why is that?)
- Estimation of a covariance matrix using the reference prior
- Reference priors with partial information
- BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
- Analysis and Generalisation of a Multivariate Exponential Smoothing Model
- REFERENCE ANALYSIS OF THE DYNAMIC LINEAR MODEL
- Multivariate discount weighted regression and local level models
- Forecasting Applications of an Adaptive Multiple Exponential Smoothing Model
- Automatic monitoring and intervention in multivariate dynamic linear models
- Temporal disaggregation using multivariate structural time series models
Cited In (2)
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