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Identifiability conditions for spatio-temporal Bayesian dynamic linear models - MaRDI portal

Identifiability conditions for spatio-temporal Bayesian dynamic linear models (Q2002936)

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scientific article; zbMATH DE number 7080417
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English
Identifiability conditions for spatio-temporal Bayesian dynamic linear models
scientific article; zbMATH DE number 7080417

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    Identifiability conditions for spatio-temporal Bayesian dynamic linear models (English)
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    12 July 2019
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    state-space models
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    VARMA models
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    spatial correlation
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    Bayesian identifiability
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