Computational methods for fitting nonlinear models have developed considerably in the last decade. Statistical use of these techniques has, as yet, lagged somewhat behind. The present paper gives a ...

This is a preview. Log in through your library . Abstract In Bayesian analysis of vector autoregressive models, and especially in forecasting applications, the Minnesota prior of Litterman is ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...