Exponential Family State Space Models Based on a Conjugate Latent Process

DOI10.1111/1467-9868.00172zbMATH Open0913.62088OpenAlexW2069041798MaRDI QIDQ4238698FDOQ4238698

Authors: Paolo Vidoni 

Publication date: 30 March 1999

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00172

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zbMATH Keywords

recursive updatingexponential dispersion modelfinite dimensional filterconjugate exponential distributionGaussian local scale model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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