Structural Time Series Models with Feedback Mechanisms
نویسندگان
چکیده
منابع مشابه
Structural time series models with feedback mechanisms.
Structural time series models have applications in many different fields such as biology, economics, and meteorology. A structural times series model can be represented as a state-space model where the states of the system represent the unobserved components and the structural parameters have clear interpretations. This paper introduces a class of structural time series models that incorporate ...
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ژورنال
عنوان ژورنال: Biometrics
سال: 2000
ISSN: 0006-341X
DOI: 10.1111/j.0006-341x.2000.00686.x