Bayesian time series models /

Time series appear in a variety of disciplines, from finance to physics, computer science to biology. The origins of the subject and diverse applications in the engineering and physics literature at times obscure the commonalities in the underlying models and techniques. A central aim of this book i...

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Bibliographic Details

Other Authors:	Barber, David, 1968-, Cemgil, Ali Taylan, Chiappa, Silvia
Format:	Book
Language:	English
Published:	Cambridge ; New York : Cambridge University Press, 2011.
Subjects:	Time-series analysis. Bayesian statistical decision theory.