scientific article

zbMath0672.62044MaRDI QIDQ3825941

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Publication date: 1985

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zbMATH Keywords

predictionmodelsKalman filteringrecurrence equationsBayesian forecastingdynamic linear modelsweighted regressioninterventionexponentiallyARIMA processesmultiprocessdiscount weighted estimationNormal discount Bayesian modelsnormal weighted Bayesian modelssystem transition model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

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