Exponential family state space models based on a conjugate latent process

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 61, Issue 1, 1999, Pages 213-221

  Vidoni, Paolo ^a  

^a UNIVERSITY OF UDINE   (Italy)

Author keywords

Conjugate exponential distribution; Exponential dispersion model; Finite dimensional filter; Gaussian local scale model; Recursive updating

Indexed keywords

EID: 0033473455     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00172     Document Type: Article

References (14)

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