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Improved interval estimation of long run response from a dynamic linear model: A highest density region approach.
Jae H. Kim
Iain Fraser
Rob J. Hyndman
Published in:
Comput. Stat. Data Anal. (2011)
Keyphrases
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long run
linear model
short run
regression model
interval estimation
least squares
linear models
nonlinear models
expected cost
infinite horizon
additive model
linear transformation
average cost
heavy traffic
optimal policy
queueing networks
three dimensional
collaborative filtering
input image
supply chain