Automatic monitoring and intervention in multivariate dynamic linear models

Computational Statistics and Data Analysis

Volumn 47, Issue 3, 2004, Pages 401-431

  Salvador, Manuel ^a   Gargallo, Pilar ^b  

^a UNIVERSITY OF ZARAGOZA   (Spain)

^b UNIVERSITY OF ZARAGOZA   (Spain)

Author keywords

Bayes factor; Matrix normal dynamic linear models; Model comparison; Model selection; Monitoring and intervention

Indexed keywords

ALGORITHMS; CONDITION MONITORING; MATHEMATICAL MODELS; MATRIX ALGEBRA; PARAMETER ESTIMATION; REGRESSION ANALYSIS; THEOREM PROVING;

BAYES FACTOR; MATRIX NORMAL DYNAMIC LINEAR MODELS; MODEL COMPARISON; MODEL SELECTION; MONITORING AND INTERVENTION;

AUTOMATION;

EID: 4944262487     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2003.11.024     Document Type: Article

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