A Bayesian approach to state space multivariate time series modeling (Q1193512)
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scientific article; zbMATH DE number 64808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian approach to state space multivariate time series modeling |
scientific article; zbMATH DE number 64808 |
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A Bayesian approach to state space multivariate time series modeling (English)
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27 September 1992
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state space modelling
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multivariate time series
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time series modeling
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model specification
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linear systems theory
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model selection procedures
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construction of optimal composite forecasts
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