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Gómez Villegas, Miguel Ángel Marín Díazaraque, Juan Miguel 2023-06-20T16:45:56Z 2023-06-20T16:45:56Z 2002 Gómez Villegas, M. Á., Marín Díazaraque, J. M. «Continuous Elliptical and Exponential Power Linear Dynamic Models». Journal of Multivariate Analysis, vol. 83, n.o 1, octubre de 2002, pp. 22-36. DOI.org (Crossref), https://doi.org/10.1006/jmva.2001.2049. 0047-259X 10.1006/jmva.2001.2049 https://hdl.handle.net/20.500.14352/56903 https//doi.org/10.1006/jmva.2001.2049 http://www.sciencedirect.com/science/journal/0047259X 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 eng open access Continuous elliptical and exponential power linear dynamic models journal article