Bayesian inference in a matrix normal dynamic linear model with unknown covariance matrices

Author: Manuel Salvador   Jose Luis Gallizo   Pilar Gargallo  

Publisher: Taylor & Francis Ltd

ISSN: 0233-1888

Source: Statistics, Vol.38, Iss.4, 2004-08, pp. : 307-335

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract