Sequential parameter learning and filtering in structured autoregressive state-space models

DOI10.1007/s11222-011-9289-1zbMath1322.62219OpenAlexW2032886429MaRDI QIDQ746251

Hedibert Freitas Lopes, Raquel Prado

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9289-1

zbMATH Keywords

sequential filtering and parameter learningstate-space autoregressionsstructured priors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Learning and adaptive systems in artificial intelligence (68T05) Sequential estimation (62L12)

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