Bayesian Forecasting and Dynamic Models

Inbunden, Engelska, 1997

AvMike West,Jeff Harrison

1 889 kr

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The second edition of this book includes revised, updated, and additional material on the structure, theory, and application of classes of dynamic models in Bayesian time series analysis and forecasting. In addition to wide ranging updates to central material, the text includes many more exercises and covers new topics at the research and application frontiers of Bayesian forecastings.

Produktinformation

Utgivningsdatum1997-01-24
Mått156 x 234 x 42 mm
Vikt1 203 g
FormatInbunden
SpråkEngelska
SerieSpringer Series in Statistics
Antal sidor682
Upplaga2
FörlagSpringer-Verlag New York Inc.
ISBN9780387947259

Tillhör följande kategorier

to the DLM: The First-Order Polynomial Model.- to the DLM: The Dynamic Regression Model.- The Dynamic Linear Model.- Univariate Time Series DLM Theory.- Model Specification and Design.- Polynomial Trend Models.- Seasonal Models.- Regression, Autoregression, and Related Models.- Illustrations and Extensions of Standard DLMs.- Intervention and Monitoring.- Multi-Process Models.- Non-Linear Dynamic Models: Analytic and Numerical Approximations.- Exponential Family Dynamic Models.- Simulation-Based Methods in Dynamic Models.- Multivariate Modelling and Forecasting.- Distribution Theory and Linear Algebra.

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