A Non-Gaussian Family Of State-Space Models With Exact Marginal Likelihood

Journal of Time Series Analysis

Volumn 34, Issue 6, 2013, Pages 625-645

  Gamerman, Dani ^a   dos Santos, Thiago Rezende ^b   Franco, Glaura C ^b  

^a FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

^b FEDERAL UNIVERSITY OF MINAS GERAIS   (Brazil)

Author keywords

Bayesian; Classical inference; Forecasting; Non linear system evolution; Smoothing

Indexed keywords

EID: 85027939372     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/jtsa.12039     Document Type: Article

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