Bayesian Spectrum Analysis and Parameter Estimation (Lecture Notes in Statistics): 48 - Brossura

Bretthorst, G. Larry

 
9780387968711: Bayesian Spectrum Analysis and Parameter Estimation (Lecture Notes in Statistics): 48

Sinossi

The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis; Any person with the equivalent of the mathematics background required for the graduate­ level study of physics should be able to follow the material contained in this book, though not without eIfort.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Contenuti

1 Introduction.- 2 Single Stationary Sinusoid Plus Noise.- 3 The General Model Equation Plus Noise.- 4 Estimating the Parameters.- 5 Model Selection.- 6 Spectral Estimation.- 7 Applications.- 8 Summary and Conclusions.- A Choosing a Prior Probability.- B Improper Priors as Limits.- C Removing Nuisance Parameters.- D Uninformative Prior Probabilities.- E Computing the “Student t-Distribution”.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9783540968719: Bayesian Spectrum Analysis and Parameter Estimation

Edizione in evidenza

ISBN 10:  3540968717 ISBN 13:  9783540968719
Casa editrice: Springer-Verlag Berlin and Heide..., 1988
Brossura