Multivariate discount weighted regression and local level models (Q959454)
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scientific article; zbMATH DE number 5381758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate discount weighted regression and local level models |
scientific article; zbMATH DE number 5381758 |
Statements
Multivariate discount weighted regression and local level models (English)
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11 December 2008
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time series
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dynamic linear models
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Kalman filter
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state space models
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discount weighted regression
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Bayesian forecasting
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local level models
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