Name: Bayesian Forecasting and Dynamic Models (en Inglés)
Price: 358.09 PEN
Availability: InStock
Author: West, Mike ; Harrison, Jeff
ISBN: 9781475770988

portada Bayesian Forecasting and Dynamic Models (en Inglés)

Bayesian Forecasting and Dynamic Models (en Inglés)

Formato

Libro Físico

Autor

Mike West

Jeff Harrison

Editorial

Springer

Idioma

Inglés

N° páginas

682

Encuadernación

Tapa Blanda

Dimensiones

23.4 x 15.6 x 3.6 cm

Peso

0.96 kg.

ISBN13

9781475770988

N° edición

0002

Categorías

Teoría y filosofía económicas
Econometría
Probabilidad y estadística

Bayesian Forecasting and Dynamic Models (en Inglés)

Mike West (Autor) · Jeff Harrison (Autor) · Springer · Tapa Blanda

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Reseña del libro "Bayesian Forecasting and Dynamic Models (en Inglés)"

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.