Search for dissertations about: "Helga Wagner"

Found 1 swedish dissertation containing the words Helga Wagner.

2. 1. Bayesian Sequential Inference for Dynamic Regression Models

   Author : Parfait Munezero; Mattias Villani; Helga Wagner; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bayesian sequential inference; Dynamic regression models; Particle filter; Online prediction; Particle smoothing; Linear Bayes; Statistics; statistik;

   Abstract : Many processes evolve over time and statistical models need to be adaptive to change. This thesis proposes flexible models and statistical methods for inference about a data generating process that varies over time. The models considered are quite general dynamic predictive models with parameters linked to a set of covariates via link functions. READ MORE