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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| Format: | eBook |
| Language: | English |
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New York, NY :
Springer New York : Imprint : Springer,
1996.
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| Series: | Lecture notes in statistics (Springer-Verlag) ;
116. |
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| Online Access: | Connect to the full text of this electronic book |
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