Posterior mean and variance approximation for regression and time series problems

Triantafyllopoulos, K. and Harrison, P.J. (2008) Posterior mean and variance approximation for regression and time series problems. Statistics, 42 (4). pp. 329-350. ISSN 0233-1888

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Authors/Creators:
  • Triantafyllopoulos, K. (K.Triantafyllopoulos@sheffield.ac.uk)
  • Harrison, P.J.
Copyright, Publisher and Additional Information: © 2008 Taylor & Francis. This is an author produced version of a paper subsequently published in Statistics. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Bayesian inference; conditional independence; regression; time series; Bayes linear methods; state space models; dynamic linear models; Kalman filter; Bayesian forecasting
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: 29 Mar 2010 12:28
Last Modified: 17 Nov 2015 08:08
Published Version: http://dx.doi.org/10.1080/02331880701864978
Status: Published
Publisher: Taylor & Francis
Identification Number: https://doi.org/10.1080/02331880701864978
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