Estimation in the multiprocess dynamic generlized linear model

DOI10.1080/03610928808829866zbMath0696.62345OpenAlexW1968010510MaRDI QIDQ3474136

William M. Bolstad

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829866

zbMATH Keywords

fault detectionKalman filterstate space modelsBayesian forecastingdynamic discount Bayesian modelHarrison- Stevens forecastingmultiprocess models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (1)

Bayesian estimation procedure in multiprocess non-linear dynamic generalized model

Cites Work

• Unnamed Item
• A survey of design methods for failure detection in dynamic systems
• Monitoring Renal Transplants: An Application of the Multiprocess Kalman Filter
• Bayesian Aggregation
• Harrison-Stevens Forecasting and the Multiprocess Dynamic Linear Model
• An efficient algorithm for Harrison-Stevens forecasting using the multi-process multivariate dynamic linear model
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• A Bayesian Approach to Short-term Forecasting
• Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis

This page was built for publication: Estimation in the multiprocess dynamic generlized linear model