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Título:
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Continuous elliptical and exponential power linear dynamic models
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Autores:
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Gómez Villegas, Miguel A. ;
Marín Diazaraque, Juan Miguel
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Tipo de documento:
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texto impreso
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Editorial:
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Academic Press, 2002
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Dimensiones:
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application/pdf
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Nota general:
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info:eu-repo/semantics/openAccess
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Idiomas:
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias: Matemáticas: Estadística matemática
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Tipo = Artículo
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Resumen:
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This paper shows a practical and easy to compute generalization of the linear dynamic model, made by assuming a continuous elliptical joint distribution for the parameters and errors. Updated distribution and probabilistic characteristics of the current and future vector of state and observations are given. As a particular simple submodel, the one with a multidimensional exponential power initial distribution is developed. An example to show its use is given
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En línea:
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https://eprints.ucm.es/id/eprint/11149/1/2002Cont.pdf
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