MODIFIED RECURSIVE BAYESIAN ALGORITHM FOR ESTIMATING TIME-VARYING PARAMETERS IN DYNAMIC LINEAR MODELS

O. Olawale Awe () and A. Adedayo Adepoju ()
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O. Olawale Awe: Department of Mathematical Sciences, Anchor University Lagos
A. Adedayo Adepoju: Department of Statistics, University of Ibadan

Statistics in Transition New Series, 2018, vol. 19, issue 2, 239-258

Abstract: Estimation in Dynamic Linear Models (DLMs) with Fixed Parameters (FPs) has been faced with considerable limitations due to its inability...

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:19:y:2018:i:2:p:239-258

DOI: 10.21307/stattrans-2018-014

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