Smoothness Priors Analysis of Time Series /

Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression "smoothness priors" state space point of view. Prior distributions on model coefficients are parametrized by hyperpa...

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Bibliographic Details

Main Author:	Kitagawa, Genshiro
Corporate Author:	SpringerLink (Online service)
Other Authors:	Gersch, Will
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York : Imprint : Springer, 1996.
Series:	Lecture notes in statistics (Springer-Verlag) ; 116.
Subjects:	Statistics. Global analysis (Mathematics) Electronic books.
Online Access:	Connect to the full text of this electronic book