Bayesian Time Series Models

DOI10.1017/CBO9780511984679zbMath1416.62038OpenAlexW366402269WikidataQ58225605 ScholiaQ58225605MaRDI QIDQ2885587

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Publication date: 23 May 2012

Full work available at URL: https://doi.org/10.1017/cbo9780511984679

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Applications of optimal control and differential games (49N90) Collections of articles of miscellaneous specific interest (00B15) Stochastic systems and control (93Exx)

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