Automatic selective intervention in dynamic linear models

DOI10.1080/0266476032000107178zbMath1117.62487OpenAlexW2042376372MaRDI QIDQ3591888

Manuel Salvador, Pilar Gargallo

Publication date: 11 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0266476032000107178

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (2)

Bayesian monitoring of local residual autocorrelations taking into account the run-length ⋮ Multivariate stochastic volatility with Bayesian dynamic linear models

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