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- catalog abstract "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.".
- catalog contributor b10287569.
- catalog contributor b10287570.
- catalog created "c1997.".
- catalog date "1997".
- catalog date "c1997.".
- catalog dateCopyrighted "c1997.".
- catalog description "Includes bibliographical references (p. [652]-665) and indexes.".
- catalog description "Introduction -- Introduction to the DLM: The first-order polynomial model -- Introduction to the DLM: The regression DLM -- The Dynamic Linear Model -- Univariate Time Series DLM Theory -- Model Specification and Design -- Polynomial Trend Models -- Seasonal Models -- Regression, Autoregression, and Related Models -- Illustrations and Extensions of Standard DLMS -- Intervention and Monitoring -- Multi-Process Models -- Non-Linear Dynamic Models: Analytic and Numerical Approximations -- Exponential Family Dynamic Models -- Simulation-Based Methods in Dynamic Models -- Multivariate Modelling and Forecasting -- Distribution Theory and Linear Algebra. Bibliography -- Author Index -- Subject Index.".
- catalog description "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.".
- catalog extent "xiv, 680 p. :".
- catalog identifier "0387947256 (hc : alk. paper)".
- catalog isPartOf "Springer series in statistics".
- catalog issued "1997".
- catalog issued "c1997.".
- catalog language "eng".
- catalog publisher "New York : Springer,".
- catalog subject "519.5/5 20".
- catalog subject "Bayesian statistical decision theory.".
- catalog subject "Distribution (Probability theory).".
- catalog subject "Linear models (Statistics)".
- catalog subject "QA279.5 .W47 1997".
- catalog subject "Statistics.".
- catalog tableOfContents "Introduction -- Introduction to the DLM: The first-order polynomial model -- Introduction to the DLM: The regression DLM -- The Dynamic Linear Model -- Univariate Time Series DLM Theory -- Model Specification and Design -- Polynomial Trend Models -- Seasonal Models -- Regression, Autoregression, and Related Models -- Illustrations and Extensions of Standard DLMS -- Intervention and Monitoring -- Multi-Process Models -- Non-Linear Dynamic Models: Analytic and Numerical Approximations -- Exponential Family Dynamic Models -- Simulation-Based Methods in Dynamic Models -- Multivariate Modelling and Forecasting -- Distribution Theory and Linear Algebra. Bibliography -- Author Index -- Subject Index.".
- catalog title "Bayesian forecasting and dynamic models / Mike West, Jeff Harrison.".
- catalog type "text".