Bayes linear variance adjustment for locally linear DLMs

Journal of Forecasting

Volumn 16, Issue 5, 1997, Pages 329-342

  Wilkinson, D J ^a  

^a NEWCASTLE UNIVERSITY   (United Kingdom)

Author keywords

Bayes linear methods; Dynamic linear models; Exchangeability; Identifiability; Variance estimation

Indexed keywords

EID: 24944575803     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199709)16:5<329::AID-FOR664>3.0.CO;2-6     Document Type: Article

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