Inference of dynamic generalized linear models: on-line computation and appraisal
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Publication:6573847
DOI10.1111/j.1751-5823.2009.00087.xMaRDI QIDQ6573847
Publication date: 17 July 2024
Published in: International Statistical Review (Search for Journal in Brave)
Kalman filtersequential Monte Carloparticle filtersstate spaceBayesian forecastingnon-Gaussian time seriesdynamic generalized linear model
Linear inference, regression (62Jxx) Parametric inference (62Fxx) Inference from stochastic processes (62Mxx)
Cites Work
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