Statistical Models And Methods For Lifetime And Other Time-to-event Data Are Widely Used In Many Fields, Including Medicine, The Environmental Sciences, Actuarial Science, Engineering, Economics, Management, And The Social Sciences. For Example, Closely Related Statistical Methods Have Been Applied
Bayesian Analysis of StudenttLinear Regression with Unknown Change-Point and Application to Stock Data Analysis
โ Scribed by Jin-Guan Lin, Ji Chen, Yong Li
- Book ID
- 118298661
- Publisher
- Springer US
- Year
- 2011
- Tongue
- English
- Weight
- 309 KB
- Volume
- 40
- Category
- Article
- ISSN
- 1572-9974
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We employ a regression model with errors that follow a continuous autoregressive process to analyse longitudinal studies. In this way, unequally spaced observations do not present a problem in the analysis. We employ a Bayesian approach, where our inferences are based on a direct resampling process
Business data frequently arise in the form of concurrent time series. We present a general framework for simultaneous modeling and fitting of such series using the class of Box-Jenkins models. This framework is an exchangeable hierarchical Bayesian model incorporating dependence among the series. Ou