Title of article
Multivariate discount weighted regression and local level models
Author/Authors
Kostas Triantafyllopoulos، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
19
From page
3702
To page
3720
Keywords
Kalman filter , Dynamic linear models , State space models , Local level models , Bayesian forecasting , Time series , Discount weightedregression
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
145076
Link To Document