Inference of dynamic generalized linear models: on-line computation and appraisal

Triantafyllopoulos, K. (2009) Inference of dynamic generalized linear models: on-line computation and appraisal. International Statistical Review, 77 (3). pp. 430-450. ISSN 0306-7734

Abstract

Metadata

Authors/Creators:
  • Triantafyllopoulos, K. (K.Triantafyllopoulos@sheffield.ac.uk)
Keywords: Dynamic generalized linear model; Bayesian forecasting; sequential Monte Carlo; particle filters; non-Gaussian time series; state space; Kalman filter
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: 22 Mar 2010 15:55
Last Modified: 16 Nov 2015 11:49
Published Version: http://dx.doi.org/10.1111/j.1751-5823.2009.00087.x
Status: Published
Publisher: Wiley-Blackwell
Identification Number: https://doi.org/10.1111/j.1751-5823.2009.00087.x

Share / Export

Statistics