Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models (Q3471572)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models |
scientific article |
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Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models (English)
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1989
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multiple ARMA processes
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matric-variate generalization of t distribution
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matrix t-approximation
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posterior distribution
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