Inference of dynamic generalized linear models: on-line computation and appraisal
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Publication:6573847
DOI10.1111/J.1751-5823.2009.00087.XMaRDI QIDQ6573847FDOQ6573847
Authors: Kostas Triantafyllopoulos
Publication date: 17 July 2024
Published in: International Statistical Review (Search for Journal in Brave)
Kalman filtersequential Monte Carloparticle filtersstate spacenon-Gaussian time seriesBayesian forecastingdynamic generalized linear model
Parametric inference (62Fxx) Linear inference, regression (62Jxx) Inference from stochastic processes (62Mxx)
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