Aspects of recursive Bayesian estimation

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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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Bibliographic Details
Main Author:	West, Mike
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	1982
Online Access:	https://eprints.nottingham.ac.uk/11878/

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