scientific article; zbMATH DE number 472982

MaRDI QIDQ4272848zbMATH OpenFDO

Authors N. J. Gordon, A. F. M. Smith

Publication date 2 January 1994

zbMATH Keywords

dynamic linear modelheavy-tailed distributionslocationnew recursive estimation procedurenon-normal errorsoutliersposterior modal consistencyposterior modesposterior momentsredescending score functionstime series

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Sequential estimation (62L12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 1182745
• Estimation of variance components in dynamic linear models
• Some bayesian solutions for problems of adaptive estimation in linear dynamic systems
• scientific article; zbMATH DE number 4188995
• A bayes-closed approximation of recursive non-linear estimation

Cited in

(4)

• Notes on a recursive procedure for point estimation
• Bayes multiple decision functions
• Design of high-degree Student's \(t\)-based cubature filters
• scientific article; zbMATH DE number 4188995 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4272848)