TY - JOUR A2 - Chow, shin -chung AU - Pandey，Ranjita PY - 2015 DA - 2015/12/07 TI -后的状态空间模型分析球面Symmetricity SP - 612024六世- 2015 AB -目前调查工作状态空间模型与非正态的干扰,当偏离常态已经观察到只有峰度和干扰继续遵循的分布symmetric family of distributions. Spherically symmetric distribution is used to approximate behavior of symmetric nonnormal disturbances for discrete time series. The conditional posterior densities of the involved parameters are derived, which are further utilized in Gibbs sampler scheme for estimating the marginal posterior densities. The state space model with disturbances following multivariate- t 讨论了球对称分布的一种特殊情况——分布。SN - 1687-952X UR - https://doi.org/10.1155/2015/612024 DO - 10.1155/2015/612024 JF - Journal of Probability and Statistics PB - Hindawi Publishing Corporation KW - ER -