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Smoothness Priors Analysis of Time Series /

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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

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