Bayesian Forecasting and Dynamic Models

Mike West

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Language: English

Published by Springer, Humana, 1997

0387947256 / 9780387947259

Series: Book 34 of 160 - Springer Series in Statistics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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 techniques. With this has come experience with applications in a variety of areas in commercial, industrial, scienti c, and socio-economic elds. Much of the technical - velopment has been driven by the needs of forecasting practitioners and applied researchers. As a result, there now exists a relatively complete statistical and mathematical framework, presented and illustrated here. In writing and revising this book, our primary goals have been to present a reasonably comprehensive view of Bayesian ideas and methods in m- elling and forecasting, particularly to provide a solid reference source for advanced university students and research workers.

Seller Inventory # 9780387947259

Title
Bayesian Forecasting and Dynamic Models
Author
Mike West
Publisher
Springer, Humana
Publication year
1997
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0387947256
ISBN 13
9780387947259
Edition
2nd Edition
Item weight
1,203 grams
Dimensions
241x160x42 mm
Series
Book 34 of 160: Springer Series in Statistics

AHA-BUCH GmbH

Einbeck, Germany

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