Exponential Family State Space Models Based on a Conjugate Latent Process

DOI10.1111/1467-9868.00172MaRDI QIDQ4238698zbMATH OpenOpenAlexFDO

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

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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