Non-Linear Dynamic Models

  • Mike West
  • Jeff Harrison
Part of the Springer Series in Statistics book series (SSS)


In previous chapters we have encountered several models which depend on parameters that introduce parameter non-linearities into otherwise standard DLMs. Although the full class of DLMs provides an enormous variety of useful models, it is the case that, sometimes, elaborations to include models with unknown parameters result in such non-linearities, thus requiring extensions of the usual linear model analysis. Some typical, and important, examples are as follows.


Grid Point State Vector Posterior Distribution Grid Size Variance Matrix 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 1989

Authors and Affiliations

  • Mike West
    • 1
  • Jeff Harrison
    • 2
  1. 1.Institute of Statistics and Decision SciencesDuke UniversityDurhamUSA
  2. 2.Department of StatisticsUniversity of WarwickCoventryUK

Personalised recommendations