Bayesian Forecasting and Dynamic Models

✍ Scribed by Mike West, Jeff Harrison

Publisher: Springer
Year: 1997
Tongue: English
Leaves: 694
Series: Springer Series in Statistics
Edition: 2nd
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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 in the first edition, the second edition includes many more exercises and covers new topics at the research and application frontiers of Bayesian forecastings.

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