Recurrence relationships and model monitoring for Dynamic Linear Models
This thesis considers the incorporation and deletion of information in Dynamic Linear Models together with the detection of model changes and unusual values. General results are derived for the Normal Dynamic Linear Model which naturally also relate to second order modelling such as occurs with the...
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University of Warwick
1991
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.315567 |