Estimation of variance components in dynamic linear models

DOI10.1016/S0167-7152(98)00168-0zbMath0932.62076OpenAlexW2039944715MaRDI QIDQ1304111

Xiaodong Wang, Shelemyahu Zacks

Publication date: 14 March 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00168-0

zbMATH Keywords

Kalman filtervariance componentsdynamic linear model

Mathematics Subject Classification ID

Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Bayesian forecasting and dynamic models
• Unnamed Item

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