Integration-based Kalman-filtering for a dynamic generalized linear trend model
type: Item
instance of: scholarly article
title: Integration-based Kalman-filtering for a dynamic generalized linear trend model
zbMATH Open document ID: 0925.62396
DOI: 10.1016/0167-9473(92)90118-Y
author: Sylvia Schnatter
published in: Computational Statistics and Data Analysis
publication date: 1999-11-08T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62J12
zbMATH DE Number: 609632
zbMATH Keywords: approximate Bayesian inference
zbMATH Keywords: Bayesian computation
zbMATH Keywords: dynamic generalized linear models
zbMATH Keywords: Gauss-Hermite integration
zbMATH Keywords: Kalman-filtering for non-Gaussian data
zbMATH Keywords: non-Gaussian state space models
zbMATH Keywords: trend modelling
MaRDI profile type: Publication
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full work available at URL: 0167-9473(92)90118-y
OpenAlex ID: W1996414933
description: scientific article; zbMATH DE number 609632