Cross-related structural time series models

Statistica Sinica

Volumn 11, Issue 4, 2001, Pages 961-979

  Guo, Wensheng ^a   Brown, Morton B ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b NONE

Author keywords

Conditionally Gaussian model; Multiprocess dynamic linear model; Multivariate time series model; Pulsatile time series; State space model

Indexed keywords

EID: 0347666341     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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