Recursive residuals and model diagnostics for normal and non-normal state space models

Environmental and Ecological Statistics

Volumn 3, Issue 4, 1996, Pages 291-309

  Frühwirth Schnatter, Sylvia ^a  

^a VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

Author keywords

Autocorrelation; Bayes factors; Kalman filtering; Model discrimination; Rainfall occurrences; Sulfur dioxide emissions; Time series

Indexed keywords

EID: 0011151851     PISSN: 13528505     EISSN: None     Source Type: Journal    
DOI: 10.1007/bf00539368     Document Type: Article

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