An approach to non-linear Bayesian forecasting problems with applications
This thesis is devoted to the analysis and modelling of time series and it is concentrated on models and techniques which are of practical value. In particular we developed a wide class of non-linear dynamic models which are useful in the handling of real life problems. Initially we review the basic...
| Main Author: | |
|---|---|
| Published: |
University of Warwick
1984
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.349455 |