Monitoring Residual Autocorrelations in Dynamic Linear Models

DOI10.1081/SAC-120023879zbMath1100.62599MaRDI QIDQ4431291

Manuel Salvador, Pilar Gargallo

Publication date: 19 October 2003

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

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Cites Work

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• Bayesian forecasting and dynamic models.
• Automatic monitoring and intervention in multivariate dynamic linear models
• Monitoring and Adaptation in Bayesian Forecasting Models
• Statistical process control and model monitoring

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