✦ LIBER ✦

Efficient bayesian learning in non-linear dynamic models

✍ Scribed by Andy Pole; Mike West

Publisher: John Wiley and Sons
Year: 1990
Tongue: English
Weight: 923 KB
Volume: 9
Category: Article
ISSN: 0277-6693
DOI: 10.1002/for.3980090205

No coin nor oath required. For personal study only.

✦ Synopsis

This paper demonstrates the practical application of recently developed techniques of efficient numerical analysis for dynamic models. The models presented share a common basic structural foundation but nevertheless cover a very large arena of possible applications, as will be shown.

K ~Y \YOKDS Quadrature Bayesian analysis Nonlinear dynamic models Forecasting Time series

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