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INVENTORY #116416

Bayesian Forecasting and Dynamic Models

WEST, Mike; HARRISON, Jeff

Regular price $100.00 Sale

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.

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