Missing data and forecasting in multivariate time series: An application of the common components dynamic linear model (Q3598281)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Missing data and forecasting in multivariate time series: An application of the common components dynamic linear model |
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Missing data and forecasting in multivariate time series: An application of the common components dynamic linear model (English)
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3 February 2009
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multivariate time series
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missing data
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dynamic linear models
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Kalman filter
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conditional estimates
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