A Bayesian approach to state space multivariate time series modeling
type: Item
instance of: scholarly article
title: A Bayesian approach to state space multivariate time series modeling
zbMATH Open document ID: 0747.62095
DOI: 10.1016/0304-4076(92)90015-J
author: Jeffrey H. Dorfman
author: Arthur Havenner
published in: Journal of Econometrics
publication date: 1992-09-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 64808
zbMATH Keywords: state space modelling
zbMATH Keywords: multivariate time series
zbMATH Keywords: time series modeling
zbMATH Keywords: model specification
zbMATH Keywords: linear systems theory
zbMATH Keywords: model selection procedures
zbMATH Keywords: construction of optimal composite forecasts
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 64808