Convergence of Discount Time Series Dynamic Linear Models (Q5421562)
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scientific article; zbMATH DE number 5204477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Discount Time Series Dynamic Linear Models |
scientific article; zbMATH DE number 5204477 |
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Convergence of Discount Time Series Dynamic Linear Models (English)
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24 October 2007
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Bayesian forecasting
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dynamic models
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Jordan canonical form
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Kalman filtering
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Riccati equation
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state space models
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