Reference prior for matrix-variate dynamic linear models

Triantafyllopoulos, K. (2008) Reference prior for matrix-variate dynamic linear models. Communications in Statistics - Theory and Methods, 37 (6). pp. 947-958. ISSN 0361-0926

Abstract

Metadata

Keywords: Kalman filtering; Prior distribution; Prior specification; Reference prior; State-space models; Time series
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield)
Depositing User: Mrs Megan Hobbs
Date Deposited: 19 Mar 2010 12:53
Last Modified: 16 Nov 2015 11:49
Published Version: http://dx.doi.org/10.1080/03610920701693868
Status: Published
Publisher: Taylor & Francis
Identification Number: 10.1080/03610920701693868

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