Abstract
The class of univariate Time Series DLMs, denoted TSDLMs, was introduced in Section 4.2 as defined by quadruples of the form
for any V t and W t . When this is understood, we refer to the quadruple simply as
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© 1989 Springer Science+Business Media New York
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West, M., Harrison, J. (1989). Univariate Time Series DLM Theory. In: Bayesian Forecasting and Dynamic Models. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-9365-9_5
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DOI: https://doi.org/10.1007/978-1-4757-9365-9_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4757-9367-3
Online ISBN: 978-1-4757-9365-9
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