TY  - JOUR
AU  - Gómez Villegas, Miguel Ángel
AU  - Marín Díazaraque, Juan Miguel
PY  - 2002
DO  - 10.1006/jmva.2001.2049
SN  - 0047-259X
UR  - https://hdl.handle.net/20.500.14352/56903
T2  - Journal of multivariate analysis
AB  - 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...
LA  - eng
M2  - 22
PB  - Academic Press
KW  - Continuous elliptical distribution
KW  - Multidimensional exponential power distribution
KW  - Global vector
KW  - Vector of state
KW  - Prior distribution
KW  - Updated distribution
TI  - Continuous elliptical and exponential power linear dynamic models
TY  - journal article
VL  - 83
ER  -