Title of article :
Multivariate discount weighted regression and local level models
Author/Authors :
Kostas Triantafyllopoulos، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Kalman filter , Dynamic linear models , State space models , Local level models , Bayesian forecasting , Time series , Discount weightedregression
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
