Bayesian forecasting and dynamic models.
From MaRDI portal
Publication:676677
DOI10.1007/b98971zbMath0871.62026OpenAlexW2151926297MaRDI QIDQ676677
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
Markov chain Monte Carlodiagnosticsmodel estimationretrospective time series analysistime series decompositiontime series dynamic linear models
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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