Bayesian Analysis of Stochastic Process Models

DOI10.1002/9780470975916zbMath1273.62021MaRDI QIDQ3067831

David Ríos Insua, Michael P. Wiper, Fabrizio Ruggeri

Publication date: 13 January 2011

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9780470975916

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F15: Bayesian inference

65C05: Monte Carlo methods

62-02: Research exposition (monographs, survey articles) pertaining to statistics

60Jxx: Markov processes

62Mxx: Inference from stochastic processes

60Gxx: Stochastic processes