Kesikli-Zaman Durum-Uzay modelleri ve indirgemeli tahmin
Özet
ABSTRACT Masters Thesis DISCRETE-TIME STATE-SPACE MODELS AND RECURSIVE ESTIMATION Levent ÖZBEK Ankara University Graduate School of Natural and Applied Sciences Department of Statistics Supervisor ; Assoc. Prof. Dr. Firki ÖZTÜRK 1993, Page: 72 Jury: Assoc.Prof.Dr. Fikri ÖZTÜRK Asst.Prof.Dr. Ayşen APAYDIN Asgoc.Prof.Dr. Müslûrn EKNl In this work which consists of four parts, the first part is devoted to discrete-time state-space models and some fundamental concepts of the model. In the second part:, recursive estimation is considered. Kalman Filter is obtained as a recursive estimation for state-space models, and some properties of the Kalman Filter are given. In the third part, the Kalman Filter is obtained as a Bayesian estimator in state- space models with normally distributed errors. In the last part, two simulation studies have been done in order to see the performance of the Kalman Filter. The gross national product for the years 1992-1993 is estimated by using the gross national p