The main purpose of this paper is to study the application of generalized exponentially weighted regression (G. W. E. R. ) in Bayesian Dynamic Linear Model (BDLM). It provides a method to estimate the Error variance Matrix Wt.%本文主要研究广义指数加权回归在贝叶斯线性动态线性模型参数估计中的作用,提供了一种估计模型误差方差矩阵的方法.
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