REFERENCE ANALYSIS OF THE DYNAMIC LINEAR MODEL

DOI10.1111/j.1467-9892.1989.tb00020.xzbMath0671.62101OpenAlexW2043067602MaRDI QIDQ3823700

Andy Pole, Mike West

Publication date: 1989

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1989.tb00020.x

zbMATH Keywords

predictionsmoothingfilteringforecastingcollinearityvague priorsnormal dynamic linear modelsreference analysessequential updating equations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

Related Items (2)

Reference Priors for Matrix-Variate Dynamic Linear Models ⋮ On probabilistic parametric inference

Cites Work

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• Minimax second-order designs for difference between estimated responses in extrapolation region

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