Bayesian forecasting and dynamic models

zbMath0697.62029MaRDI QIDQ1188579

Publication date: 17 September 1992

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

seasonality learning nonlinear models forecasting monitoring dynamic linear models multiple regression time series models dynamic regression models empirical illustrations exponential family dynamic 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) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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