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Bayesian Forecasting and Dynamic Models

Bayesian Forecasting and Dynamic Models( )
Author: West, Mike
Harrison, Jeff
Series title:Springer Series in Statistics Ser.
ISBN:978-1-4757-7098-8
Publication Date:Mar 2013
Publisher:Springer
Book Format:Paperback
List Price:USD $144.00
Book Description:

This text is concerned with Bayesian learning, inference and forecasting in dynamic environments. We describe the structure and theory of classes of dynamic models and their uses in forecasting and time series analysis. The principles, models and methods of Bayesian forecasting and time - ries analysis have been developed extensively during the last thirty years. Thisdevelopmenthasinvolvedthoroughinvestigationofmathematicaland statistical aspects of forecasting models and related...
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Book Details
Pages:682
Detailed Subjects: Mathematics / Probability & Statistics / General
Mathematics / Probability & Statistics / Bayesian Analysis
Physical Dimensions (W X L X H):6.045 x 9.165 x 0.546 Inches
Book Weight:2.323 Pounds

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