Trimbur, T.M.

cycle @?_ density model parameter series component variance trend harvey state prior time series period journal estimate bayesian output output gap |ihlh order |@| / journal vector variance parameters econometrics likelihood point analysis distribution press a.c multivariate 4@| change business space figure trimbur time series models state space form sample bayesian approach value 1947 q 1 approach matrix univariate probability result frequency method n ¼ 2 state vector press appendix article information application koopman 618–649 algorithm function 0.02 tihit 0.00 iteration region section |4@|i shape uncertainty 2004 q 4 thlht posterior filter gamma univariate case variance matrices statistic cambridge