A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024)
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scientific article; zbMATH DE number 1042438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models |
scientific article; zbMATH DE number 1042438 |
Statements
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (English)
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15 December 1997
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Kalman filter
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posterior probability
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state space model
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Bayesian model selection procedure
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