Communications for Statistical Applications and Methods

  • 제3권1호
  • /
  • Pages.155-168
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  • 1996
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Bayesian Estimation Procedure in Multiprocess Non-Linear Dynamic Normal Model

  • 발행 : 1996.04.01
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초록

In this paper we consider the multiprocess dynamic normal model with parameters having a time dependent non-linear structure. We develop and study the recursive estimation procedure for the proposed model with normality assumption. It turns out thst the proposed model has nice properties such as insensitivity to outliers and quick reaction to abrupt changes of pattern.

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참고문헌

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