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Timestamp:
03/06/09 15:03:45 (16 years ago)
Author:
smidl
Message:

correction of ARX tutorial

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1 modified

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  • doc/html/formula.repository

    r287 r290  
    120120\form#119:$ c_t $ 
    121121\form#120:\[ f(\theta_t | c_t, d_1,\ldots,d_t) \propto f(y_t,\theta_t|c_t,\cdot, d_1,\ldots,d_{t-1}) \] 
     122\form#121:\[ V_t = \phi V_{t-1} + \left[\begin{array}{c}y_{t}\\ \psi_{t}\end{array}\right] \begin{array}{c} [y_{t}',\,\psi_{t}']\\ \\\end{array} +(1-\phi) V_0 \] 
     123\form#122:\[ \nu_t = \phi \nu_{t-1} + 1 + (1-\phi) \nu_0 \]