scientific article; zbMATH DE number 4100406

zbMATH Open0672.62044MaRDI QIDQ3825941FDOQ3825941

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Publication date: 1985

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zbMATH Keywords

predictionKalman filteringmodelsinterventionweighted regressiondynamic linear modelsrecurrence equationsBayesian forecastingexponentiallyARIMA processesmultiprocessdiscount weighted estimationNormal discount Bayesian modelsnormal weighted Bayesian modelssystem transition model

Mathematics Subject Classification ID

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

Cited In (12)

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

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