• 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