Colloquium: Approximation of the local Bayes empirical factor for the comparison of DLM ARMA(1,1) and DLM ARMA(1,0) models by introducing a perturbed evolution matrix G

In this talk, we present an alternative to obtaining an approximation of the Local Bayes Empirical Factor (based on real training data) for the comparison
of the Nested Dynamic Linear Models (DLM’s) = DLM ARMR(1,1), and = DLM ARMA(1,0).