Browsing PhD Theses/ Dissertations by Author "Musyoki, Michael Ngungu"
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VECTOR AUTOREGRESSIVE MODEL INCORPORATING NEW INFORMATION USING BAYESIAN APPROACH
Musyoki, Michael Ngungu (2023)The Vector Autoregressive (VAR) Models have been applied extensively in many fields ranging from finance, economics, machine learning among others. In fact, the VAR models are the mostly applied among the multivariate ... -
VECTOR AUTOREGRESSIVE MODEL INCORPORATING NEW INFORMATION USING BAYESIAN APPROACH
Musyoki, Michael Ngungu (2023)The Vector Autoregressive (VAR) Models have been applied extensively in many fields ranging from finance, economics, machine learning among others. In fact, the VAR models are the mostly applied among the multivariate ...