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This book focuses on Bayesian learning, inference, and forecasting in dynamic environments, detailing the structure and theory of dynamic models for time series analysis. It offers a comprehensive overview of Bayesian methods developed over thirty years, serving as a reference for advanced students and researchers in various fields.
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Bayesian Forecasting and Dynamic Models, Mike West, Jeff Harrison
- Language
- Released
- 2013
- product-detail.submit-box.info.binding
- (Paperback)
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- Title
- Bayesian Forecasting and Dynamic Models
- Language
- English
- Authors
- Mike West, Jeff Harrison
- Released
- 2013
- Format
- Paperback
- ISBN13
- 9781475770988
- Description
- This book focuses on Bayesian learning, inference, and forecasting in dynamic environments, detailing the structure and theory of dynamic models for time series analysis. It offers a comprehensive overview of Bayesian methods developed over thirty years, serving as a reference for advanced students and researchers in various fields.