Springer Series in Statistics

Bayesian Forecasting and Dynamic Models

Authors: West, Mike, Harrison, Jeff

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eBook $109.00
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  • ISBN 978-0-387-22777-1
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Hardcover $144.00
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  • ISBN 978-1-4757-7098-8
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About this Textbook

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 of forecasting models and related techniques. With this has come experience with applications in a variety of areas in commercial, industrial, scienti?c, and socio-economic ?elds. Much of the technical - velopment has been driven by the needs of forecasting practitioners and applied researchers. As a result, there now exists a relatively complete statistical and mathematical framework, presented and illustrated here. In writing and revising this book, our primary goals have been to present a reasonably comprehensive view of Bayesian ideas and methods in m- elling and forecasting, particularly to provide a solid reference source for advanced university students and research workers.

Table of contents (17 chapters)

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-0-387-22777-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $144.00
price for USA
  • ISBN 978-0-387-94725-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $144.00
price for USA
  • ISBN 978-1-4757-7098-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Bayesian Forecasting and Dynamic Models
Authors
Series Title
Springer Series in Statistics
Copyright
1997
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-0-387-22777-1
DOI
10.1007/b98971
Hardcover ISBN
978-0-387-94725-9
Softcover ISBN
978-1-4757-7098-8
Series ISSN
0172-7397
Edition Number
2
Number of Pages
XIV, 682
Topics