Abstract
Gamerman and Migon 1993 have presented a work describing the dynamic hierarchicalmodels. These models which have been described by them use a system involved withlinear equation: first equation called the observation equation, the second one called thestructure equation, and the third one called the system equation. This work differs from thework which have been done by Harrison and Stevens in 1976 where they have describedthe dynamic linear models by using two equations: the first equation was called theobservation equation and the second one called the system equation.In this paper we have presented a comprehensive review for the linear dynamichierarchical models, and simplifying many concepts related to these modals, since theinformation available were either inefficient or they have been presented in a complex way.A simple review for the non-linear dynamic hierarchical models was presented as well. Wehave applied the theoretical results on generated data through using Simulation Techniquefor one chosen model which have presented by Gamerman and Migon 1993 which is calledLinear Growing Exchangeable Means.
