Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach (Q3439735)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach |
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Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach (English)
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29 May 2007
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Bayes factor
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monitoring and intervention
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model comparison
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model selection
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linear state-space model
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Kalman filter
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