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"A dynamic linear model with extended skew-normal for the initial ..."

Celso Rômulo Barbosa Cabral, Cibele Queiroz da-Silva, Helio dos Santos Migon (2014)

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DOI: 10.1016/J.CSDA.2013.12.008

access: closed

type: Journal Article

metadata version: 2023-11-06

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Celso Rômulo Barbosa Cabral, Cibele Queiroz da-Silva, Helio dos Santos Migon:
A dynamic linear model with extended skew-normal for the initial distribution of the state parameter. Comput. Stat. Data Anal. 74: 64-80 (2014)

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