Bayesian Forecasting and Dynamic Models - Softcover

West, Mike; Harrison, Jeff

 
9781475770971: Bayesian Forecasting and Dynamic Models
Softcover
ISBN 10: 1475770979 ISBN 13: 9781475770971
Publisher: Springer, 2013

Synopsis

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.

"synopsis" may belong to another edition of this title.

Publisher
Springer
Publication date
2013
Language
English
ISBN 10 
1475770979
ISBN 13 
9781475770971
Binding
Paperback
Number of pages
700

Other Popular Editions of the Same Title

9780387970257: Bayesian Forecasting and Dynamic Models (Springer Series in Statistics)

Featured Edition

ISBN 10:  0387970258 ISBN 13:  9780387970257
Publisher: Springer Verlag, 1989
Hardcover