Question: Simplify the retrospective ltering of Equation (10.12) for the case of a univariate time series, q = 1Describe how the retrospectively simulated values of past

Simplify the retrospective ltering of Equation (10.12) for the case of a univariate time series, q = 1Describe how the retrospectively simulated values of past time-varying precisions now depend on a sequence of ran dom retrospective shocks that have 2 ht distributions (t = (T 1) : 1)

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