2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/217345Bayesian inference is developed for matrix-variate dynamic linear models (MV-DLMs), in order to allow missing observation analysis, of any sub-vector or sub-matrix of the observation time series matrix. We propose modifications of the inverted Wishart and matrix $t$ distributions, replacing the scalar degrees of freedom by a diagonal matrix of degrees of freedom. The MV-DLM is then re-defined and modifications of the updating algorithm for missing observations are suggested.11 pages, 1 figureMethodologyApplicationsMissing observation analysis for matrix-variate time series datatext