Bayesian forecasting with changing linear models (Q3666054)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian forecasting with changing linear models |
scientific article |
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Bayesian forecasting with changing linear models (English)
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1983
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change point parameter
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transition function
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general linear model
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predictive distribution
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multivariate normal prior
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gamma prior
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uniform prior
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mixture of multivariate t distributions
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