Bayesian Forecasting and Dynamic Models

by Jeff Harrison, Mike West, Mike West

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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...

Format:Hardcover

Language:English

ISBN:0387947256

ISBN13:9780387947259

Release Date:January 1997

Publisher:Springer

Length:682 Pages

Weight:2.50 lbs.

Dimensions:1.4" x 6.3" x 9.5"

Related Subjects

Business Business & Investing Economic Theory Economics Math Mathematics Probability & Statistics Science & Math Statistics Theory

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Bayesian Forecasting and Dynamic Models

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