Aspects of recursive Bayesian estimation
This thesis is concerned with the theoretical and practical aspects of some problems in Bayesian time series analysis and recursive estimation. In particular, we examine procedures for accommodating outliers in dynamic linear models which involve the use of heavy-tailed error distributions as altern...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
| Published: |
1982
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| Online Access: | http://eprints.nottingham.ac.uk/11878/ http://eprints.nottingham.ac.uk/11878/1/291488.pdf |