scientific article; zbMATH DE number 4100406

MaRDI QIDQ3825941zbMATH OpenFDO

Authors

Publication date 1985

zbMATH Keywords

ARIMA processesBayesian forecastingdiscount weighted estimationdynamic linear modelsexponentiallyinterventionKalman filteringmodelsmultiprocessNormal discount Bayesian modelsnormal weighted Bayesian modelspredictionrecurrence equationssystem transition modelweighted regression

Mathematics Subject Classification ID

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

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(12)

• Recent developments in time series forecasting
• Applications of quasi-periodic oscillation models to seasonal small count time series.
• Rain-fall modeling: An application of Bayesian forecasting
• Assessing dynamic effects on a Bayesian matrix-variate dynamic linear model: an application to task-based fMRI data analysis
• Bayesian estimation procedure in multiprocess non-linear dynamic generalized model
• Posterior mean and variance approximation for regression and time series problems
• Estimation in the multiprocess dynamic generlized linear model
• REFERENCE ANALYSIS OF THE DYNAMIC LINEAR MODEL
• A new method for assessing multivariate normality with graphical applications
• Short run spc based upon the second order dynamic linear model for trend detection
• Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series
• Convergence of Discount Time Series Dynamic Linear Models

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