by G . Kitagawa (Author), Genshiro Kitagawa (Author), WillGersch (Author)
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.
Format: Paperback
Pages: 280
Edition: 1996
Publisher: Springer
Published: 04 Sep 1996
ISBN 10: 9780387948
ISBN 13: 9780387948195