Mike West Bayesian Forecasting and Dynamic Models

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Mike West, Bayesian Forecasting and Dynamic Models

Mike West, "Bayesian Forecasting and Dynamic Models"
Publisher: Springer | 1997 | ISBN: 0387947256 | English | PDF | 695 pages | 2.9 Mb

The second edition of this book includes revised, updated, and additional material on the structure, theory, and application of classes of dynamic models in Bayesian time series analysis and forecasting. In addition to wide ranging updates to central material, the second edition includes many more exercises and covers new topics at the research and application frontiers of Bayesian forecastings.

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Tags: Dynamic, Models, Forecasting, Bayesian
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