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Bayesian Forecasting and Dynamic Models

New York : Springer-Verlag, 1997

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  • Titre:
    Bayesian Forecasting and Dynamic Models
  • Sujets: Modèle dynamique;
    Statistique bayésienne
  • Description: Mines : Table of Contents : 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.
  • Éditeur: New York : Springer-Verlag
  • Date de publication: 1997
  • Format: 1 vol. (XIV-680 p.) ; 24 cm
  • Langue: Anglais
  • Identifiant: ISBN 978-0-387-94725-9
  • Source: Mines ParisTech (catalogue)

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