Dynamic Bayesian models for vector time series analysis & forecasting
This thesis considers the Bayesian analysis of general multivariate DLM's (Dynamic Linear Models) for vector time series forecasting where the observational variance matrices are unknown. This extends considerably some previous work based on conjugate analysis for a special sub—class of vector...
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University of Warwick
1989
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.541109 |