Bayesian forecasting and dynamic models.

DOI10.1007/B98971zbMath0871.62026OpenAlexW2151926297MaRDI QIDQ676677

Jeff Harrison, Mike West

Publication date: 19 March 1997

Published in: Springer Series in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/b98971

zbMATH Keywords

Markov chain Monte Carlodiagnosticsmodel estimationretrospective time series analysistime series decompositiontime series dynamic linear models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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