%0 Journal Article
%A Gómez Villegas, Miguel Ángel
%A Marín Díazaraque, Juan Miguel
%T Continuous elliptical and exponential power linear dynamic models
%D 2002
%@ 0047-259X
%U https://hdl.handle.net/20.500.14352/56903
%X 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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