Sinossi
In this book we are concerned with Bayesian learning and forecast ing in dynamic environments. We describe the structure and theory of classes of dynamic models, and their uses in Bayesian forecasting. The principles, models and methods of Bayesian forecasting have been developed extensively during the last twenty years. This devel opment has involved thorough investigation of mathematical and sta tistical aspects of forecasting models and related techniques. With this has come experience with application in a variety of areas in commercial and industrial, scientific and socio-economic fields. In deed much of the technical development has been driven by the needs of forecasting practitioners. As a result, there now exists a relatively complete statistical and mathematical framework, although much of this is either not properly documented or not easily accessible. Our primary goals in writing this book have been to present our view of this approach to modelling and forecasting, and to provide a rea sonably complete text for advanced university students and research workers. The text is primarily intended for advanced undergraduate and postgraduate students in statistics and mathematics. In line with this objective we present thorough discussion of mathematical and statistical features of Bayesian analyses of dynamic models, with illustrations, examples and exercises in each Chapter.
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Recensione
"The authors are well known to anyone with an interest in forecasting and time series modelling.... Anyone familiar with the authors' work will wish to read this book."
(Mathematical Reviews)
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Bayesian Forecasting and Dynamic Models
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Bayesian Forecasting and Dynamic Models (Springer Series in Statistics)
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Bayesian forecasting and dynamic models Mike West, Jeff Harrison. Springer series in statistics.
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New York, Springer [1989]., 1989
ISBN 10: 0387970258
ISBN 13: 9780387970257
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Hardcover. Condizione: Très bon. Edition 1989. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Edition 1989. Ammareal gives back up to 15% of this item's net price to charity organizations. Codice articolo G-822-381
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Bayesian Forecasting and Dynamic Models
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Hardcover. Condizione: Très bon. Ancien livre de bibliothèque avec équipements. Edition 1989. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Edition 1989. Ammareal gives back up to 15% of this item's net price to charity organizations. Codice articolo G-600-491
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Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1300grams, ISBN:0387970258. Codice articolo 8624319
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Bayesian Forecasting and Dynamic Models (Springer Series in Statistics)
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