Olushina Olawale Awe

Bayesian Optimal Filtering in Dynamic Linear Models: An Empirical Study of Economic Time Series Data

Olushina Olawale Awe & A. Adedayo Adepoju · Journal of Advances in Mathematics and Computer Science · 2015

This paper reviews a recursive Bayesian methodology for optimal data cleaning and filtering of economic time series data with the aim of using the Kalman filter to estimate the parameters of a specified state space model which describes an economic phenomena under study. The Kalm...