Multivariate discount weighted regression and local level models
type: Item
instance of: scholarly article
title: Multivariate discount weighted regression and local level models
zbMATH Open document ID: 1445.62243
published in: Computational Statistics and Data Analysis
publication date: 2008-12-11T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 5381758
zbMATH Keywords: time series
zbMATH Keywords: dynamic linear models
zbMATH Keywords: Kalman filter
zbMATH Keywords: state space models
zbMATH Keywords: discount weighted regression
zbMATH Keywords: Bayesian forecasting
zbMATH Keywords: local level models
author: Kostas Triantafyllopoulos
MaRDI profile type: Publication
full work available at URL: j.csda.2005.07.003
OpenAlex ID: W1990058684
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DOI: 10.1016/J.CSDA.2005.07.003
description: scientific article; zbMATH DE number 5381758