✦ LIBER ✦

Non-linear state space models with partially specified distributions on states

✍ Scribed by J. Q. Smith

Publisher: John Wiley and Sons
Year: 1990
Tongue: English
Weight: 817 KB
Volume: 9
Category: Article
ISSN: 0277-6693
DOI: 10.1002/for.3980090206

No coin nor oath required. For personal study only.

✦ Synopsis

Abstract

The author argues, through the discussion of several examples, why models like the power steady model (Smith 1979, 1981a) are attractive not only because of the simplicity of their one‐step‐ahead forecast distributions but also because they can be justified through sets of properties that any gradually evolving process may be expected to satisfy.

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