Bayesian model discrimination for time series and state space models
In this thesis, a Bayesian approach is adopted to handle parameter estimation and model uncertainty in autoregressive moving average (ARMA) time series models and dynamic linear models (DLM). Bayesian model uncertainty is handled in a parametric fashion through the use of posterior model probabiliti...
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University of Surrey
2002
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.250758 |