BAYESIAN DYNAMIC HIERARCHICAL ESTIMATION WITH STIMULATION

Ilyas, Dr. Hassan; Aljamal, Zakareya

doi:10.33899/tanra.2005.161605

	BAYESIAN DYNAMIC HIERARCHICAL ESTIMATION WITH STIMULATION
TANMIYAT AL-RAFIDAIN
Article 9, Volume 27, Issue 79, 2005, Pages 150-164 PDF (275.12 K)
Document Type: Research Paper
DOI: 10.33899/tanra.2005.161605
Authors
Dr. Hassan Ilyas; Zakareya Aljamal
Abstract
Gamerman and Migon 1993 have presented a work describing the dynamic hierarchical models. These models which have been described by them use a system involved with linear equation: first equation called the observation equation, the second one called the structure equation, and the third one called the system equation. This work differs from the work which have been done by Harrison and Stevens in 1976 where they have described the dynamic linear models by using two equations: the first equation was called the observation equation and the second one called the system equation. In this paper we have presented a comprehensive review for the linear dynamic hierarchical models, and simplifying many concepts related to these modals, since the information available were either inefficient or they have been presented in a complex way. A simple review for the non-linear dynamic hierarchical models was presented as well. We have applied the theoretical results on generated data through using Simulation Technique for one chosen model which have presented by Gamerman and Migon 1993 which is called Linear Growing Exchangeable Means.
Keywords
BAYESIAN DYNAMIC HIERARCHICAL ESTIMATION; STIMULATION

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