Bayesian Forecasting and Dynamic Models

• Main Authors: West, Mike (Author), Harrison, Jeff (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 1997.
• Edition: Second Edition.
• Series: Springer Series in Statistics,
• Subjects: Mathematics.; Probabilities.; Economic theory.; Probability Theory and Stochastic Processes.; Economic Theory/Quantitative Economics/Mathematical Methods.

This text is concerned with Bayesian learning, inference and forecasting in dynamic environments. We describe the structure and theory of classes of dynamic models and their uses in forecasting and time series analysis. The principles, models and methods of Bayesian forecasting and time - ries analy...