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zbMath0456.62075MaRDI QIDQ3906291

E. J. Godolphin, Peter Key

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

exponential family non-normality non-stationary time series dynamic linear model predictive distribution exponentially weighted moving average Bayesian steady forecasting model constant forecast model

Mathematics Subject Classification ID

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

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Decomposition of time series models in state-space form

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