Bayesian methods for modeling, identification and estimation of stochastic systems Bayesian Methods for Modeling, Identification andEstimation of Stochastic Systems

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Author

    • 姜, 興起 キョウ, コウキ

Bibliographic Information

Title

Bayesian methods for modeling, identification and estimation of stochastic systems

Other Title

Bayesian Methods for Modeling, Identification andEstimation of Stochastic Systems

Author

姜, 興起

Author(Another name)

キョウ, コウキ

University

総合研究大学院大学

Types of degree

博士 (学術)

Grant ID

甲第39号

Degree year

1993-03-23

Note and Description

博士論文

総研大甲第39号

Table of Contents

  1. ABSTRACT / p1 (0003.jp2)
  2. Contents / p3 (0005.jp2)
  3. 1 Preface / p1 (0007.jp2)
  4. 2 Nonstationary Regression Model / p5 (0011.jp2)
  5. 2.1 Introduction / p5 (0011.jp2)
  6. 2.2 Model and estimation procedure / p7 (0013.jp2)
  7. 2.3 A numerical example and some simulation studies / p13 (0019.jp2)
  8. 2.4 Applications to steel-GNP data analyses / p15 (0021.jp2)
  9. 2.5 Data transformation / p16 (0022.jp2)
  10. 3 Time Varying Coefficient Vector Autoregressive Model / p24 (0030.jp2)
  11. 3.1 Introduction / p24 (0030.jp2)
  12. 3.2 Stationary VAR modeling: a review / p27 (0033.jp2)
  13. 3.3 Time varying coefficient VAR modeling / p29 (0035.jp2)
  14. 3.4 Some applications of the model / p40 (0046.jp2)
  15. 3.5 An example:the application to earthquake data analysis / p42 (0048.jp2)
  16. 4 Identification and Estimation of Hyperparameters in Bayesian Linear Models / p57 (0063.jp2)
  17. 4.1 Introduction / p57 (0063.jp2)
  18. 4.2 Two kinds of expressions of the likelihood of hyperparameters and associated estimates / p61 (0067.jp2)
  19. 4.3 Equivalence of the two kinds of expressions of the likelihood / p65 (0071.jp2)
  20. 4.4 Choice of hyperparameters / p71 (0077.jp2)
  21. 4.5 Computational schemes / p73 (0079.jp2)
  22. 5 Summary and Concluding Remarks / p83 (0089.jp2)
  23. Acknowledgments / p86 (0092.jp2)
  24. References / p87 (0093.jp2)
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Codes

  • NII Article ID (NAID)
    500000099286
  • NII Author ID (NRID)
    • 8000000099516
  • DOI(NDL)
  • Text Lang
    • jpn
  • NDLBibID
    • 000000263600
  • Source
    • Institutional Repository
    • NDL ONLINE
    • NDL Digital Collections
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