INVENTORY #116416
Bayesian Forecasting and Dynamic Models
WEST, Mike; HARRISON, Jeff
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Topics: the dynamic linear model; DLM theory; polynomial trend, seasonal, regression, autoregression, and related models; multi-process models; non-linear dynamic models; exponential family dynamic models; multivariate modelling and forecasting; distribution theory and linear algebra; etc. Bibliography and index.
Publication Info
- Publisher: Springer
- Edition: Second Edition
- Date Published: 1997
- Place Published: New York
- ISBN: 0387947256
Details
- Condition: As new
- Signed: No
- Dust Jacket: No
- Jacket Condition: n/a
- Details:
Springer Series in Statistics. xiv, 680, [1] p. 24 cm. 115 figures. Yellow hardcover.