Abstract
The paper focuses on the computational difficulties in implementing a coherent Bayesian solution to dynamic linear models which are subject to jumps. Several approximate procedures are suggested and their relative merits are discussed.
| Original language | English |
|---|---|
| Pages (from-to) | 207-213 |
| Journal | Journal of the Royal Statistical Society. Series D |
| Volume | 32 |
| Issue number | 1/2 |
| State | Published - 1983 |
| Externally published | Yes |