Learn More
Video signal processing requires complex algorithms performing many basic operations on a video stream. To perform these calculations in real-time in a FPGA, we must use innovative structures to meet speed requirements while managing complexity. As part of a project aiming at the development of a video noise reducer, we developed an optimized processing(More)
This study suggests a Bayesian approach for estimating Structural Vector Autoregression (SVAR) models based on direct analysis of the unidenti ed model. It is well known that if the prior distribution is proper, then the posterior will also be proper, regardless of whether or not the model is identi ed. Of course, if the model is not identi ed, then the(More)
The problem considered is inference in a simple errors-in-variables model where consistent estimation is impossible without introducing additional exact prior information. The probabilistic prior information required for Bayesian analysis is found to be surprisingly light: despite the model's lack of identification a proper posterior is guaranteed for any(More)
In this paper, we make use of state space models to investigate the presence of stochastic trends in economic time series. A model is speci ed where such a trend can enter either in the autoregressive representation or in a separate state equation. Tests based on the former are analogous to Dickey-Fuller tests of unit roots, while the latter are analogous(More)
  • 1